+4,581.7%
AZN vs LH
+759.0%
+3,822.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.8% |
| 7D | -2.9% | -3.2% | +0.3% | -2.5% |
| 30D | -3.1% | +0.1% | -3.2% | -3.1% |
| 3M | -14.4% | +18.6% | -33.1% | -16.4% |
| 6M | -19.5% | +17.9% | -37.4% | -21.3% |
| YTD | -13.8% | +28.9% | -42.7% | -16.7% |
| 1Y | -2.4% | +16.6% | -19.0% | -4.6% |
| 3Y | +21.3% | +63.6% | -42.3% | +13.0% |
| 5Y | +53.6% | +30.0% | +23.6% | +46.5% |
| 10Y | +220.1% | +191.9% | +28.2% | +171.6% |
| All | +4,581.7% | +759.0% | +3,822.7% | +3,174.3% |
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