+54,915.1%
AMGN vs LH
+1,579.7%
+53,335.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +9.3% | +16.7% | -7.5% | +6.3% |
| 3M | +12.1% | +15.1% | -3.0% | +9.3% |
| 6M | +40.3% | +46.3% | -6.1% | +31.0% |
| YTD | +45.2% | +48.8% | -3.6% | +35.1% |
| 1Y | +42.4% | +39.7% | +2.7% | +34.0% |
| 3Y | +91.0% | +87.0% | +4.0% | +70.4% |
| 5Y | +157.4% | +53.0% | +104.4% | +135.7% |
| 10Y | +321.0% | +264.3% | +56.7% | +229.0% |
| All | +54,915.1% | +1,579.7% | +53,335.4% | +31,426.1% |
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 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