+3.6%
GOOG vs LH
+44.2%
-40.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.7% | +3.2% |
| 7D | -10.7% | +2.1% | -12.8% | -10.8% |
| 30D | -16.4% | +19.2% | -35.6% | -16.7% |
| 3M | -23.4% | +18.0% | -41.4% | -23.5% |
| 6M | -24.2% | +46.1% | -70.3% | -24.8% |
| YTD | -8.3% | +47.7% | -56.0% | -8.3% |
| 1Y | +3.6% | +47.2% | -43.6% | +3.7% |
| All | +3.6% | +44.2% | -40.6% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling