+32,991.5%
GILD vs LH
+501.7%
+32,489.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.1% |
| 7D | -4.8% | -4.7% | -0.1% | -3.9% |
| 30D | +5.8% | -3.5% | +9.3% | +6.5% |
| 3M | +14.9% | +17.7% | -2.8% | +11.1% |
| 6M | -0.4% | +15.8% | -16.1% | -3.5% |
| YTD | +18.5% | +25.1% | -6.6% | +12.9% |
| 1Y | +25.1% | +12.5% | +12.6% | +21.6% |
| 3Y | +105.9% | +59.8% | +46.1% | +85.6% |
| 5Y | +143.0% | +27.1% | +115.9% | +127.5% |
| 10Y | +162.4% | +183.2% | -20.8% | +103.9% |
| All | +32,991.5% | +501.7% | +32,489.8% | +19,612.4% |
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