+2,006.3%
LLY vs LH
+259.5%
+1,746.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.8% | +3.8% |
| 7D | +0.1% | +4.6% | -4.5% | -1.3% |
| 30D | +19.7% | +19.1% | +0.6% | +13.5% |
| 3M | +19.3% | +16.7% | +2.5% | +13.6% |
| 6M | +49.3% | +47.0% | +2.3% | +32.5% |
| YTD | +32.0% | +49.3% | -17.3% | +16.2% |
| 1Y | +53.7% | +48.6% | +5.1% | +35.5% |
| 3Y | +143.7% | +87.8% | +55.9% | +97.9% |
| 5Y | +463.9% | +65.0% | +398.8% | +369.7% |
| 10Y | +2,006.3% | +275.0% | +1,731.4% | +1,226.8% |
| All | +2,006.3% | +259.5% | +1,746.9% | +1,226.8% |
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