+63.9%
CSCO vs LH
+20.0%
+43.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -0.7% | -2.5% | +1.8% | -0.3% |
| 30D | -10.1% | +4.3% | -14.5% | -10.6% |
| 3M | -15.7% | +25.5% | -41.2% | -18.1% |
| 6M | +36.3% | +17.0% | +19.3% | +34.6% |
| YTD | +43.8% | +31.3% | +12.6% | +41.7% |
| 1Y | +63.9% | +20.0% | +44.0% | +60.3% |
| All | +63.9% | +20.0% | +43.9% | +60.3% |
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 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