+243.2%
INTC vs LH
+179.1%
+64.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -3.7% |
| 7D | +9.4% | -7.4% | +16.8% | +13.0% |
| 30D | +2.7% | -4.6% | +7.3% | +4.6% |
| 3M | -6.3% | +14.5% | -20.8% | -12.2% |
| 6M | +114.5% | +14.8% | +99.7% | +100.1% |
| YTD | +171.9% | +23.3% | +148.6% | +144.7% |
| 1Y | +305.0% | +13.6% | +291.4% | +275.7% |
| 3Y | +168.3% | +56.3% | +112.0% | +112.4% |
| 5Y | +102.3% | +25.2% | +77.1% | +73.7% |
| All | +243.2% | +179.1% | +64.1% | +100.8% |
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 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