+109.1%
AMGN vs LH
+23.7%
+85.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -0.7% |
| 7D | -13.9% | -7.4% | -6.5% | -11.6% |
| 30D | -7.1% | -4.6% | -2.6% | -5.6% |
| 3M | +13.9% | +14.5% | -0.6% | +8.9% |
| 6M | +3.2% | +14.8% | -11.6% | -1.5% |
| YTD | +19.2% | +23.3% | -4.0% | +10.9% |
| 1Y | +41.1% | +13.6% | +27.5% | +34.5% |
| 3Y | +61.3% | +56.3% | +4.9% | +38.9% |
| 5Y | +109.1% | +25.2% | +83.9% | +86.2% |
| All | +109.1% | +23.7% | +85.4% | +86.2% |
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