+114.8%
CSCO vs LH
+28.2%
+86.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | -10.7% | +0.1% | -10.9% | -10.8% |
| 3M | -8.7% | +18.6% | -27.4% | -13.5% |
| 6M | +44.9% | +17.9% | +27.0% | +37.4% |
| YTD | +44.1% | +28.9% | +15.2% | +32.9% |
| 1Y | +65.9% | +16.6% | +49.2% | +57.4% |
| 3Y | +109.0% | +63.6% | +45.5% | +75.5% |
| 5Y | +114.8% | +30.0% | +84.7% | +92.2% |
| All | +114.8% | +28.2% | +86.6% | +92.2% |
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