+14,028.3%
EBAY vs LH
+9,990.5%
+4,037.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | -3.0% | -3.2% | +0.2% | -2.1% |
| 30D | -3.6% | +0.1% | -3.8% | -3.7% |
| 3M | -4.4% | +18.6% | -23.1% | -9.1% |
| 6M | +12.1% | +17.9% | -5.9% | +6.6% |
| YTD | +19.9% | +28.9% | -9.0% | +11.1% |
| 1Y | +13.4% | +16.6% | -3.2% | +7.8% |
| 3Y | +150.5% | +63.6% | +86.9% | +114.5% |
| 5Y | +54.8% | +30.0% | +24.8% | +40.4% |
| 10Y | +268.1% | +191.9% | +76.1% | +157.7% |
| All | +14,028.3% | +9,990.5% | +4,037.8% | +4,679.4% |
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