+6,534.7%
INCY vs LH
+1,118.0%
+5,416.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | -0.5% | -0.8% | +0.4% | -0.2% |
| 30D | +3.2% | +2.0% | +1.2% | +2.6% |
| 3M | +23.6% | +24.3% | -0.6% | +16.3% |
| 6M | +29.7% | +21.1% | +8.6% | +22.9% |
| YTD | +25.9% | +30.4% | -4.5% | +16.6% |
| 1Y | +43.7% | +18.4% | +25.3% | +36.4% |
| 3Y | +94.4% | +65.5% | +29.0% | +66.9% |
| 5Y | +68.0% | +29.9% | +38.1% | +52.7% |
| 10Y | +52.5% | +186.6% | -134.1% | +8.1% |
| All | +6,534.7% | +1,118.0% | +5,416.6% | +2,898.8% |
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