+167.6%
AMAT vs LH
+61.0%
+106.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.9% |
| 7D | +7.0% | +1.2% | +5.7% | +6.6% |
| 30D | -20.6% | +18.0% | -38.6% | -25.8% |
| 3M | -24.8% | +15.7% | -40.4% | -29.3% |
| 6M | -10.7% | +46.6% | -57.4% | -24.9% |
| YTD | +54.3% | +49.5% | +4.8% | +28.2% |
| 1Y | +73.7% | +40.2% | +33.5% | +48.8% |
| 3Y | +168.4% | +87.6% | +80.8% | +92.2% |
| 5Y | +167.6% | +59.3% | +108.3% | +95.6% |
| All | +167.6% | +61.0% | +106.5% | +95.6% |
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