+21,891.0%
LLY vs LH
+1,562.0%
+20,329.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | +13.9% | +17.5% | -3.6% | +11.5% |
| 3M | +13.8% | +16.1% | -2.3% | +11.5% |
| 6M | +37.6% | +43.4% | -5.8% | +31.1% |
| YTD | +26.6% | +47.2% | -20.6% | +20.1% |
| 1Y | +45.3% | +50.1% | -4.8% | +37.5% |
| 3Y | +132.2% | +81.2% | +51.1% | +113.6% |
| 5Y | +434.7% | +63.7% | +370.9% | +395.5% |
| 10Y | +2,084.3% | +269.2% | +1,815.1% | +1,715.0% |
| All | +21,891.0% | +1,562.0% | +20,329.0% | +14,781.7% |
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