+112.0%
IBM vs LH
+31.3%
+80.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -1.5% | +2.0% | -3.5% | -2.0% |
| 3M | -16.8% | +24.3% | -41.0% | -21.1% |
| 6M | -9.0% | +21.1% | -30.1% | -13.3% |
| YTD | -20.1% | +30.4% | -50.5% | -25.3% |
| 1Y | -7.0% | +18.4% | -25.4% | -11.3% |
| 3Y | +72.4% | +65.5% | +6.9% | +49.3% |
| 5Y | +112.0% | +29.9% | +82.1% | +86.0% |
| All | +112.0% | +31.3% | +80.7% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling