+197.1%
ABT vs LH
+183.3%
+13.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.0% |
| 7D | -5.9% | -4.7% | -1.2% | -4.0% |
| 30D | -8.1% | -3.5% | -4.6% | -6.8% |
| 3M | +14.5% | +17.7% | -3.2% | +7.0% |
| 6M | -6.3% | +15.8% | -22.1% | -12.0% |
| YTD | -17.1% | +25.1% | -42.2% | -24.7% |
| 1Y | -21.4% | +12.5% | -33.9% | -25.7% |
| 3Y | +5.9% | +59.8% | -53.8% | -15.1% |
| 5Y | -12.8% | +27.1% | -39.8% | -24.0% |
| All | +197.1% | +183.3% | +13.8% | +77.1% |
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