+1,545.2%
LLY vs LH
+186.0%
+1,359.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -5.1% | +2.0% | -7.1% | -5.6% |
| 3M | -2.1% | +24.3% | -26.3% | -8.3% |
| 6M | +13.8% | +21.1% | -7.2% | +7.3% |
| YTD | +5.1% | +30.4% | -25.4% | -3.4% |
| 1Y | +53.1% | +18.4% | +34.7% | +44.6% |
| 3Y | +95.6% | +65.5% | +30.2% | +65.4% |
| 5Y | +361.5% | +29.9% | +331.6% | +315.5% |
| 10Y | +1,545.2% | +186.6% | +1,358.5% | +1,033.8% |
| All | +1,545.2% | +186.0% | +1,359.2% | +1,033.8% |
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