+185,350.1%
CSCO vs LH
+1,587.6%
+183,762.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -12.6% | +18.0% | -30.6% | -15.7% |
| 3M | -16.0% | +15.7% | -31.7% | -18.7% |
| 6M | +2.8% | +46.6% | -43.8% | -5.4% |
| YTD | +33.2% | +49.5% | -16.2% | +22.0% |
| 1Y | +43.1% | +40.2% | +2.9% | +32.7% |
| 3Y | +106.7% | +87.6% | +19.1% | +79.3% |
| 5Y | +103.6% | +59.3% | +44.3% | +81.2% |
| 10Y | +330.5% | +266.1% | +64.4% | +219.3% |
| All | +185,350.1% | +1,587.6% | +183,762.5% | +92,549.4% |
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