+7,021.1%
ABT vs LH
+1,579.7%
+5,441.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | +1.1% | -2.3% | -1.4% |
| 30D | +6.0% | +16.7% | -10.7% | +3.6% |
| 3M | -1.9% | +15.1% | -17.0% | -4.0% |
| 6M | +31.2% | +46.3% | -15.2% | +23.9% |
| YTD | -11.2% | +48.8% | -60.0% | -16.4% |
| 1Y | -14.0% | +39.7% | -53.7% | -18.3% |
| 3Y | +20.7% | +87.0% | -66.4% | +9.4% |
| 5Y | -6.7% | +53.0% | -59.7% | -13.2% |
| 10Y | +226.3% | +264.3% | -38.1% | +169.6% |
| All | +7,021.1% | +1,579.7% | +5,441.4% | +4,637.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling