+143.8%
GOOGL vs LH
+63.5%
+80.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.4% |
| 30D | -7.5% | +0.1% | -7.6% | -7.5% |
| 3M | -9.2% | +18.6% | -27.8% | -11.6% |
| 6M | +8.1% | +17.9% | -9.9% | +5.1% |
| YTD | +5.8% | +28.9% | -23.1% | +1.1% |
| 1Y | +38.3% | +16.6% | +21.7% | +34.6% |
| All | +143.8% | +63.5% | +80.3% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling