+16.4%
AZN vs LH
+44.2%
-27.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +1.6% |
| 7D | +11.5% | +2.1% | +9.4% | +10.7% |
| 30D | +20.8% | +19.2% | +1.6% | +13.6% |
| 3M | +21.5% | +18.0% | +3.5% | +14.4% |
| 6M | +3.0% | +46.1% | -43.1% | -10.9% |
| YTD | +3.9% | +47.7% | -43.8% | -11.3% |
| 1Y | +16.4% | +47.2% | -30.8% | -0.7% |
| All | +16.4% | +44.2% | -27.8% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling