+155.3%
HBAN vs LH
+183.3%
-28.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | -1.0% | -4.7% | +3.7% | +1.3% |
| 30D | -5.6% | -3.5% | -2.1% | -4.1% |
| 3M | -1.1% | +17.7% | -18.8% | -9.2% |
| 6M | +9.9% | +15.8% | -5.9% | +1.6% |
| YTD | -0.9% | +25.1% | -26.0% | -12.2% |
| 1Y | -1.4% | +12.5% | -13.9% | -8.1% |
| 3Y | +78.2% | +59.8% | +18.4% | +37.3% |
| 5Y | +37.0% | +27.1% | +9.9% | +15.8% |
| All | +155.3% | +183.3% | -28.0% | +38.5% |
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