+104.7%
COST vs LH
+23.7%
+81.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.2% |
| 7D | -2.5% | -7.4% | +4.9% | -0.4% |
| 30D | -4.4% | -4.6% | +0.1% | -3.3% |
| 3M | -8.1% | +14.5% | -22.6% | -11.7% |
| 6M | -9.2% | +14.8% | -24.0% | -13.0% |
| YTD | +5.1% | +23.3% | -18.2% | -1.7% |
| 1Y | -5.1% | +13.6% | -18.7% | -9.2% |
| 3Y | +70.4% | +56.3% | +14.0% | +44.9% |
| 5Y | +104.7% | +25.2% | +79.5% | +89.7% |
| All | +104.7% | +23.7% | +81.0% | +89.7% |
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 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