-41.2%
AKAM vs LH
+6,227.3%
-6,268.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +2.8% | +1.1% | +1.7% | +2.3% |
| 30D | -6.9% | +16.7% | -23.6% | -12.4% |
| 3M | -31.8% | +15.1% | -46.9% | -35.7% |
| 6M | -47.0% | +46.3% | -93.3% | -54.7% |
| YTD | -2.1% | +48.8% | -50.9% | -17.2% |
| 1Y | -3.7% | +39.7% | -43.4% | -16.5% |
| 3Y | -23.0% | +87.0% | -110.1% | -41.1% |
| 5Y | -23.4% | +53.0% | -76.4% | -37.8% |
| 10Y | +30.5% | +264.3% | -233.9% | -31.0% |
| All | -41.2% | +6,227.3% | -6,268.5% | -88.8% |
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