+13,507.3%
GOOGL vs LH
+910.7%
+12,596.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -2.3% | -2.5% | +0.2% | -1.3% |
| 30D | -6.6% | +4.3% | -10.9% | -8.1% |
| 3M | -8.9% | +25.5% | -34.5% | -17.2% |
| 6M | +11.9% | +17.0% | -5.1% | +4.5% |
| YTD | +8.3% | +31.3% | -22.9% | -3.7% |
| 1Y | +46.2% | +20.0% | +26.2% | +34.1% |
| 3Y | +151.9% | +63.9% | +88.0% | +99.4% |
| 5Y | +137.7% | +30.9% | +106.9% | +103.8% |
| 10Y | +757.6% | +191.4% | +566.2% | +388.4% |
| All | +13,507.3% | +910.7% | +12,596.5% | +4,661.9% |
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 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