+49.7%
INCY vs LH
+183.3%
-133.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.0% |
| 7D | -4.2% | -4.7% | +0.5% | -2.4% |
| 30D | +0.6% | -3.5% | +4.1% | +1.9% |
| 3M | +12.6% | +17.7% | -5.0% | +6.0% |
| 6M | +28.3% | +15.8% | +12.6% | +21.3% |
| YTD | +23.0% | +25.1% | -2.1% | +12.5% |
| 1Y | +41.0% | +12.5% | +28.5% | +33.8% |
| 3Y | +88.6% | +59.8% | +28.8% | +54.8% |
| 5Y | +70.8% | +27.1% | +43.7% | +50.5% |
| All | +49.7% | +183.3% | -133.6% | -7.0% |
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