-4.3%
AKAM vs LH
+23.7%
-28.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -1.8% |
| 7D | +0.6% | -7.4% | +8.0% | +3.2% |
| 30D | -8.2% | -4.6% | -3.6% | -6.8% |
| 3M | -17.6% | +14.5% | -32.1% | -21.8% |
| 6M | +2.5% | +14.8% | -12.3% | -2.7% |
| YTD | +22.8% | +23.3% | -0.5% | +12.8% |
| 1Y | +39.6% | +13.6% | +26.0% | +32.0% |
| 3Y | +2.3% | +56.3% | -54.0% | -14.2% |
| 5Y | -4.3% | +25.2% | -29.5% | -16.4% |
| All | -4.3% | +23.7% | -28.0% | -16.4% |
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