+142.4%
GILD vs LH
+27.0%
+115.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.2% |
| 7D | -4.8% | -4.7% | -0.1% | -3.3% |
| 30D | +5.8% | -3.5% | +9.3% | +6.9% |
| 3M | +14.9% | +17.7% | -2.8% | +8.7% |
| 6M | -0.4% | +15.8% | -16.1% | -5.4% |
| YTD | +18.5% | +25.1% | -6.6% | +9.4% |
| 1Y | +25.1% | +12.5% | +12.6% | +19.5% |
| 3Y | +105.9% | +59.8% | +46.1% | +73.5% |
| All | +142.4% | +27.0% | +115.5% | +112.9% |
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