+1,278.0%
AAPL vs LH
+183.3%
+1,094.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.2% |
| 7D | +3.8% | -4.7% | +8.5% | +5.7% |
| 30D | +9.9% | -3.5% | +13.4% | +11.3% |
| 3M | +12.5% | +17.7% | -5.2% | +5.1% |
| 6M | +27.6% | +15.8% | +11.9% | +19.7% |
| YTD | +22.6% | +25.1% | -2.5% | +11.0% |
| 1Y | +45.0% | +12.5% | +32.5% | +36.7% |
| 3Y | +87.8% | +59.8% | +28.0% | +50.5% |
| 5Y | +128.7% | +27.1% | +101.6% | +98.3% |
| All | +1,278.0% | +183.3% | +1,094.7% | +741.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling