+136.0%
GOOG vs LH
+27.0%
+109.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | 0.0% | -4.7% | +4.7% | +1.4% |
| 30D | -2.0% | -3.5% | +1.5% | -1.0% |
| 3M | -5.9% | +17.7% | -23.6% | -10.8% |
| 6M | +8.9% | +15.8% | -6.9% | +3.6% |
| YTD | +7.1% | +25.1% | -18.0% | -1.1% |
| 1Y | +39.7% | +12.5% | +27.2% | +33.4% |
| 3Y | +145.8% | +59.8% | +86.1% | +100.8% |
| All | +136.0% | +27.0% | +109.1% | +105.9% |
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