+3,549.0%
LRCX vs LH
+183.3%
+3,365.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.8% |
| 7D | -3.1% | -4.7% | +1.6% | -0.3% |
| 30D | -8.6% | -3.5% | -5.1% | -6.8% |
| 3M | -17.7% | +17.7% | -35.4% | -25.6% |
| 6M | +36.4% | +15.8% | +20.6% | +23.9% |
| YTD | +74.5% | +25.1% | +49.4% | +51.0% |
| 1Y | +159.4% | +12.5% | +146.9% | +137.1% |
| 3Y | +361.6% | +59.8% | +301.8% | +232.2% |
| 5Y | +425.2% | +27.1% | +398.2% | +327.6% |
| All | +3,549.0% | +183.3% | +3,365.8% | +1,593.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling