+1,425.2%
AMAT vs LH
+263.2%
+1,162.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.9% |
| 7D | +7.0% | +1.2% | +5.7% | +6.5% |
| 30D | -20.6% | +18.0% | -38.6% | -27.5% |
| 3M | -24.8% | +15.7% | -40.4% | -30.8% |
| 6M | -10.7% | +46.6% | -57.4% | -28.9% |
| YTD | +54.3% | +49.5% | +4.8% | +21.1% |
| 1Y | +73.7% | +40.2% | +33.5% | +41.3% |
| 3Y | +168.4% | +87.6% | +80.8% | +77.5% |
| 5Y | +167.6% | +59.3% | +108.3% | +92.4% |
| 10Y | +1,425.2% | +266.1% | +1,159.1% | +535.8% |
| All | +1,425.2% | +263.2% | +1,162.0% | +535.8% |
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 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