+448.7%
AXP vs LH
+263.9%
+184.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.2% |
| 30D | +5.8% | +17.5% | -11.7% | -3.1% |
| 3M | -6.0% | +16.1% | -22.1% | -13.5% |
| 6M | +0.3% | +43.4% | -43.1% | -18.0% |
| YTD | -12.3% | +47.2% | -59.5% | -29.7% |
| 1Y | -11.2% | +50.1% | -61.4% | -29.7% |
| 3Y | +117.0% | +81.2% | +35.9% | +51.7% |
| 5Y | +93.2% | +63.7% | +29.4% | +38.9% |
| All | +448.7% | +263.9% | +184.8% | +137.8% |
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