+372.0%
LLY vs LH
+31.5%
+340.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.1% | -2.5% | +0.3% | -1.5% |
| 30D | -1.6% | +4.3% | -6.0% | -2.7% |
| 3M | +2.3% | +25.5% | -23.2% | -3.7% |
| 6M | +14.9% | +17.0% | -2.1% | +10.0% |
| YTD | +7.5% | +31.3% | -23.8% | -0.4% |
| 1Y | +55.7% | +20.0% | +35.7% | +47.4% |
| 3Y | +110.6% | +63.9% | +46.7% | +83.6% |
| All | +372.0% | +31.5% | +340.6% | +364.8% |
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 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