+247.2%
AMAT vs LH
+31.5%
+215.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.9% |
| 7D | -1.5% | -2.5% | +0.9% | -0.5% |
| 30D | -14.8% | +4.3% | -19.1% | -16.3% |
| 3M | -9.3% | +25.5% | -34.8% | -18.1% |
| 6M | +27.4% | +17.0% | +10.4% | +18.7% |
| YTD | +77.6% | +31.3% | +46.3% | +56.5% |
| 1Y | +188.9% | +20.0% | +169.0% | +164.2% |
| 3Y | +202.3% | +63.9% | +138.4% | +131.4% |
| All | +247.2% | +31.5% | +215.7% | +181.3% |
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