-11.6%
ABT vs LH
+23.7%
-35.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | 0.0% |
| 7D | -5.0% | -7.4% | +2.4% | -2.0% |
| 30D | -5.8% | -4.6% | -1.2% | -4.0% |
| 3M | +16.7% | +14.5% | +2.2% | +10.4% |
| 6M | -5.2% | +14.8% | -20.0% | -10.6% |
| YTD | -16.0% | +23.3% | -39.2% | -23.0% |
| 1Y | -18.3% | +13.6% | -31.9% | -22.9% |
| 3Y | +9.2% | +56.3% | -47.1% | -11.9% |
| 5Y | -11.6% | +25.2% | -36.8% | -22.3% |
| All | -11.6% | +23.7% | -35.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling