+11,791.0%
GOOGL vs LH
+1,045.5%
+10,745.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.9% | +1.1% | +2.8% | +3.4% |
| 30D | -14.9% | +16.7% | -31.7% | -20.1% |
| 3M | -14.6% | +15.1% | -29.6% | -19.4% |
| 6M | -26.4% | +46.3% | -72.8% | -37.2% |
| YTD | -5.3% | +48.8% | -54.1% | -20.1% |
| 1Y | +6.5% | +39.7% | -33.3% | -8.0% |
| 3Y | +126.0% | +87.0% | +39.0% | +69.6% |
| 5Y | +100.8% | +53.0% | +47.8% | +61.6% |
| 10Y | +673.8% | +264.3% | +409.4% | +301.8% |
| All | +11,791.0% | +1,045.5% | +10,745.5% | +3,849.0% |
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 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