+200,107.9%
CSCO vs LH
+1,382.1%
+198,725.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | -10.1% | +4.3% | -14.5% | -10.9% |
| 3M | -15.7% | +25.5% | -41.2% | -19.8% |
| 6M | +36.3% | +17.0% | +19.3% | +31.5% |
| YTD | +43.8% | +31.3% | +12.6% | +35.5% |
| 1Y | +63.9% | +20.0% | +44.0% | +57.0% |
| 3Y | +104.4% | +63.9% | +40.5% | +82.4% |
| 5Y | +111.4% | +30.9% | +80.5% | +96.1% |
| 10Y | +361.7% | +191.4% | +170.3% | +258.2% |
| All | +200,107.9% | +1,382.1% | +198,725.8% | +102,814.1% |
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