+740.7%
GOOGL vs LH
+179.1%
+561.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +2.1% |
| 7D | -2.8% | -7.4% | +4.6% | -0.3% |
| 30D | -3.2% | -4.6% | +1.4% | -1.7% |
| 3M | -6.6% | +14.5% | -21.1% | -11.4% |
| 6M | +8.5% | +14.8% | -6.3% | +2.7% |
| YTD | +6.5% | +23.3% | -16.8% | -2.1% |
| 1Y | +39.4% | +13.6% | +25.8% | +31.5% |
| 3Y | +146.2% | +56.3% | +89.8% | +102.2% |
| 5Y | +138.3% | +25.2% | +113.1% | +110.0% |
| All | +740.7% | +179.1% | +561.5% | +433.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling