+4,328.4%
KO vs LH
+1,355.8%
+2,972.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.4% |
| 30D | +0.8% | +0.1% | +0.6% | +0.8% |
| 3M | +8.3% | +18.6% | -10.3% | +6.3% |
| 6M | +14.0% | +17.9% | -3.9% | +11.9% |
| YTD | +26.9% | +28.9% | -2.0% | +23.2% |
| 1Y | +32.7% | +16.6% | +16.0% | +30.1% |
| 3Y | +63.9% | +63.6% | +0.4% | +54.2% |
| 5Y | +81.7% | +30.0% | +51.7% | +74.4% |
| 10Y | +183.0% | +191.9% | -8.9% | +146.7% |
| All | +4,328.4% | +1,355.8% | +2,972.6% | +3,009.2% |
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