+143,889.7%
AMAT vs LH
+1,382.1%
+142,507.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.6% |
| 7D | -1.5% | -2.5% | +0.9% | -1.0% |
| 30D | -14.8% | +4.3% | -19.1% | -15.6% |
| 3M | -9.3% | +25.5% | -34.8% | -14.1% |
| 6M | +27.4% | +17.0% | +10.4% | +22.6% |
| YTD | +77.6% | +31.3% | +46.3% | +66.3% |
| 1Y | +188.9% | +20.0% | +169.0% | +175.6% |
| 3Y | +202.3% | +63.9% | +138.4% | +167.3% |
| 5Y | +248.9% | +30.9% | +218.0% | +223.5% |
| 10Y | +1,585.2% | +191.4% | +1,393.8% | +1,226.8% |
| All | +143,889.7% | +1,382.1% | +142,507.6% | +80,632.6% |
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 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