+57.7%
AZN vs LH
+27.0%
+30.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -1.6% | -4.7% | +3.1% | -0.4% |
| 30D | +1.1% | -3.5% | +4.5% | +1.9% |
| 3M | -12.1% | +17.7% | -29.8% | -15.9% |
| 6M | -17.1% | +15.8% | -32.9% | -20.4% |
| YTD | -12.0% | +25.1% | -37.1% | -17.1% |
| 1Y | -0.2% | +12.5% | -12.7% | -3.8% |
| 3Y | +26.8% | +59.8% | -33.0% | +11.8% |
| All | +57.7% | +27.0% | +30.7% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling