+23,162.6%
LLY vs LH
+1,581.5%
+21,581.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.6% | +4.8% | -3.2% | +1.0% |
| 30D | +21.5% | +18.8% | +2.6% | +18.7% |
| 3M | +16.4% | +15.7% | +0.8% | +14.2% |
| 6M | +51.5% | +46.7% | +4.8% | +43.9% |
| YTD | +33.9% | +48.9% | -15.0% | +26.8% |
| 1Y | +49.1% | +43.5% | +5.6% | +41.9% |
| 3Y | +144.6% | +86.9% | +57.7% | +124.1% |
| 5Y | +466.3% | +60.4% | +405.9% | +426.2% |
| 10Y | +2,024.1% | +260.7% | +1,763.4% | +1,669.6% |
| All | +23,162.6% | +1,581.5% | +21,581.0% | +15,618.8% |
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 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