+105,258.5%
AMAT vs LH
+1,562.0%
+103,696.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | -14.7% | +1.4% | -16.1% | -15.0% |
| 30D | -36.1% | +17.5% | -53.6% | -38.4% |
| 3M | -36.9% | +16.1% | -52.9% | -39.0% |
| 6M | -22.2% | +43.4% | -65.6% | -28.6% |
| YTD | +29.9% | +47.2% | -17.3% | +18.5% |
| 1Y | +43.3% | +50.1% | -6.9% | +29.9% |
| 3Y | +142.7% | +81.2% | +61.5% | +109.6% |
| 5Y | +126.2% | +63.7% | +62.5% | +99.6% |
| 10Y | +1,211.7% | +269.2% | +942.6% | +884.8% |
| All | +105,258.5% | +1,562.0% | +103,696.5% | +57,400.9% |
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