-39.2%
INTU vs LH
+32.1%
-71.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.7% |
| 7D | -7.1% | -2.5% | -4.6% | -6.0% |
| 30D | +1.5% | +4.3% | -2.9% | -0.5% |
| 3M | +10.7% | +25.5% | -14.9% | -0.6% |
| 6M | -23.8% | +17.0% | -40.8% | -29.5% |
| YTD | -49.3% | +31.3% | -80.6% | -56.0% |
| 1Y | -49.7% | +20.0% | -69.6% | -54.5% |
| 3Y | -38.0% | +63.9% | -101.9% | -54.4% |
| All | -39.2% | +32.1% | -71.3% | -47.9% |
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