+144.5%
IBM vs LH
+185.6%
-41.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +3.8% |
| 7D | +3.6% | -3.2% | +6.7% | +4.7% |
| 30D | +1.5% | +0.1% | +1.4% | +1.4% |
| 3M | -12.9% | +18.6% | -31.5% | -17.8% |
| 6M | -3.9% | +17.9% | -21.8% | -9.2% |
| YTD | -17.3% | +28.9% | -46.3% | -24.5% |
| 1Y | -5.0% | +16.6% | -21.6% | -10.5% |
| 3Y | +78.2% | +63.6% | +14.7% | +47.0% |
| 5Y | +120.6% | +30.0% | +90.6% | +93.8% |
| 10Y | +144.5% | +191.9% | -47.5% | +50.5% |
| All | +144.5% | +185.6% | -41.1% | +50.5% |
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