+39,137.0%
AZO vs LH
+796.5%
+38,340.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.4% |
| 7D | -2.9% | -7.4% | +4.5% | -1.9% |
| 30D | -5.3% | -4.6% | -0.7% | -4.7% |
| 3M | -7.3% | +14.5% | -21.9% | -9.2% |
| 6M | -22.7% | +14.8% | -37.5% | -24.2% |
| YTD | -15.0% | +23.3% | -38.3% | -17.6% |
| 1Y | -32.2% | +13.6% | -45.8% | -33.6% |
| 3Y | +10.0% | +56.3% | -46.3% | +2.6% |
| 5Y | +85.8% | +25.2% | +60.6% | +77.8% |
| 10Y | +298.9% | +179.1% | +119.8% | +241.4% |
| All | +39,137.0% | +796.5% | +38,340.5% | +29,395.3% |
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