+2,195.3%
IBM vs LH
+1,382.1%
+813.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -0.3% | -2.5% | +2.2% | 0.0% |
| 30D | +0.3% | +4.3% | -4.1% | -0.3% |
| 3M | -21.6% | +25.5% | -47.1% | -24.0% |
| 6M | -4.7% | +17.0% | -21.7% | -6.8% |
| YTD | -19.1% | +31.3% | -50.4% | -22.2% |
| 1Y | -2.5% | +20.0% | -22.5% | -5.2% |
| 3Y | +74.2% | +63.9% | +10.3% | +61.6% |
| 5Y | +113.1% | +30.9% | +82.3% | +102.6% |
| 10Y | +133.5% | +191.4% | -57.8% | +98.0% |
| All | +2,195.3% | +1,382.1% | +813.2% | +1,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling