+143.6%
IBM vs LH
+263.2%
-119.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | +10.1% | +18.0% | -7.9% | +4.0% |
| 3M | +4.8% | +15.7% | -10.9% | -0.5% |
| 6M | +12.6% | +46.6% | -34.0% | -1.5% |
| YTD | -13.9% | +49.5% | -63.4% | -25.4% |
| 1Y | -18.7% | +40.2% | -58.9% | -28.0% |
| 3Y | +81.9% | +87.6% | -5.7% | +42.6% |
| 5Y | +148.3% | +59.3% | +89.0% | +102.6% |
| 10Y | +143.6% | +266.1% | -122.4% | +45.0% |
| All | +143.6% | +263.2% | -119.6% | +45.0% |
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 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