+8,857.4%
AXP vs LH
+1,382.1%
+7,475.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -2.1% | -2.5% | +0.3% | -1.6% |
| 30D | -6.5% | +4.3% | -10.9% | -7.4% |
| 3M | +4.6% | +25.5% | -20.9% | -0.5% |
| 6M | +5.4% | +17.0% | -11.5% | +1.8% |
| YTD | -11.1% | +31.3% | -42.4% | -16.4% |
| 1Y | -0.3% | +20.0% | -20.3% | -4.5% |
| 3Y | +111.6% | +63.9% | +47.7% | +89.1% |
| 5Y | +117.6% | +30.9% | +86.7% | +102.6% |
| 10Y | +474.1% | +191.4% | +282.7% | +354.4% |
| All | +8,857.4% | +1,382.1% | +7,475.3% | +4,977.9% |
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