+195.5%
AMGN vs LH
+183.3%
+12.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | -13.7% | -4.7% | -9.0% | -12.2% |
| 30D | -8.8% | -3.5% | -5.3% | -7.7% |
| 3M | +7.2% | +17.7% | -10.5% | +1.4% |
| 6M | +1.3% | +15.8% | -14.5% | -3.9% |
| YTD | +17.6% | +25.1% | -7.5% | +8.5% |
| 1Y | +37.2% | +12.5% | +24.7% | +30.9% |
| 3Y | +57.7% | +59.8% | -2.0% | +32.9% |
| 5Y | +106.3% | +27.1% | +79.2% | +84.3% |
| All | +195.5% | +183.3% | +12.3% | +92.1% |
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