+18,567.3%
LLY vs LH
+1,382.1%
+17,185.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.1% | -2.5% | +0.3% | -1.8% |
| 30D | -1.6% | +4.3% | -6.0% | -2.2% |
| 3M | +2.3% | +25.5% | -23.2% | -0.8% |
| 6M | +14.9% | +17.0% | -2.1% | +12.5% |
| YTD | +7.5% | +31.3% | -23.8% | +3.5% |
| 1Y | +55.7% | +20.0% | +35.7% | +51.6% |
| 3Y | +110.6% | +63.9% | +46.7% | +96.3% |
| 5Y | +363.4% | +30.9% | +332.6% | +342.3% |
| 10Y | +1,649.0% | +191.4% | +1,457.6% | +1,395.1% |
| All | +18,567.3% | +1,382.1% | +17,185.3% | +12,733.4% |
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