-13.3%
IBM vs LH
+44.2%
-57.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +0.6% |
| 7D | +0.4% | +2.1% | -1.7% | -0.2% |
| 30D | +14.8% | +19.2% | -4.4% | +9.2% |
| 3M | +8.9% | +18.0% | -9.1% | +3.8% |
| 6M | +12.4% | +46.1% | -33.6% | +1.7% |
| YTD | -12.4% | +47.7% | -60.1% | -21.2% |
| 1Y | -13.3% | +47.2% | -60.5% | -22.2% |
| All | -13.3% | +44.2% | -57.5% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling