+1,162.1%
AMAT vs LH
+263.9%
+898.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | -14.7% | +1.4% | -16.1% | -15.4% |
| 30D | -36.1% | +17.5% | -53.6% | -41.6% |
| 3M | -36.9% | +16.1% | -52.9% | -42.1% |
| 6M | -22.2% | +43.4% | -65.6% | -37.3% |
| YTD | +29.9% | +47.2% | -17.3% | +2.9% |
| 1Y | +43.3% | +50.1% | -6.9% | +11.9% |
| 3Y | +142.7% | +81.2% | +61.5% | +64.1% |
| 5Y | +126.2% | +63.7% | +62.5% | +59.7% |
| All | +1,162.1% | +263.9% | +898.2% | +465.5% |
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 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