+263,909.3%
AMZN vs LH
+5,250.2%
+258,659.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -3.0% | -2.5% | -0.5% | -2.3% |
| 30D | -5.2% | +4.3% | -9.5% | -6.3% |
| 3M | +1.9% | +25.5% | -23.7% | -4.5% |
| 6M | +19.2% | +17.0% | +2.3% | +13.8% |
| YTD | +12.0% | +31.3% | -19.3% | +3.4% |
| 1Y | +9.7% | +20.0% | -10.3% | +3.5% |
| 3Y | +87.2% | +63.9% | +23.3% | +60.6% |
| 5Y | +48.7% | +30.9% | +17.8% | +34.9% |
| 10Y | +569.3% | +191.4% | +377.9% | +372.8% |
| All | +263,909.3% | +5,250.2% | +258,659.1% | +95,389.9% |
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