+111.1%
AXP vs LH
+64.2%
+46.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -2.1% | -2.5% | +0.3% | -1.2% |
| 30D | -6.5% | +4.3% | -10.9% | -8.1% |
| 3M | +4.6% | +25.5% | -20.9% | -4.4% |
| 6M | +5.4% | +17.0% | -11.5% | -1.0% |
| YTD | -11.1% | +31.3% | -42.4% | -20.7% |
| 1Y | -0.3% | +20.0% | -20.3% | -7.9% |
| All | +111.1% | +64.2% | +46.8% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling