+272,232.7%
AMZN vs LH
+5,963.7%
+266,269.0%
-94.4%
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 | +2.8% | +1.1% | +1.8% | +2.6% |
| 30D | +5.0% | +16.7% | -11.8% | +0.5% |
| 3M | +0.6% | +15.1% | -14.5% | -3.4% |
| 6M | -1.3% | +46.3% | -47.6% | -11.4% |
| YTD | +15.5% | +48.8% | -33.2% | +2.9% |
| 1Y | +12.2% | +39.7% | -27.5% | +1.7% |
| 3Y | +87.0% | +87.0% | 0.0% | +54.8% |
| 5Y | +51.3% | +53.0% | -1.7% | +31.5% |
| 10Y | +621.7% | +264.3% | +357.3% | +380.2% |
| All | +272,232.7% | +5,963.7% | +266,269.0% | +94,934.7% |
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