+13,447.0%
GOOG vs LH
+904.5%
+12,542.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | -5.1% | +2.0% | -7.1% | -5.8% |
| 3M | -7.1% | +24.3% | -31.3% | -15.1% |
| 6M | +12.7% | +21.1% | -8.4% | +3.8% |
| YTD | +7.1% | +30.4% | -23.4% | -4.6% |
| 1Y | +43.6% | +18.4% | +25.2% | +32.4% |
| 3Y | +146.8% | +65.5% | +81.3% | +94.6% |
| 5Y | +133.7% | +29.9% | +103.8% | +100.9% |
| 10Y | +773.3% | +186.6% | +586.7% | +400.6% |
| All | +13,447.0% | +904.5% | +12,542.5% | +4,650.3% |
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