+443.8%
LLY vs LH
+62.5%
+381.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -4.5% | +1.4% | -5.9% | -4.8% |
| 30D | +13.9% | +17.5% | -3.6% | +9.2% |
| 3M | +13.8% | +16.1% | -2.3% | +9.3% |
| 6M | +37.6% | +43.4% | -5.8% | +25.2% |
| YTD | +26.6% | +47.2% | -20.6% | +14.1% |
| 1Y | +45.3% | +50.1% | -4.8% | +30.3% |
| 3Y | +132.2% | +81.2% | +51.1% | +98.4% |
| All | +443.8% | +62.5% | +381.3% | +386.5% |
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