+361.6%
LRCX vs LH
+58.7%
+302.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -3.1% | -4.7% | +1.6% | -1.6% |
| 30D | -8.6% | -3.5% | -5.1% | -7.6% |
| 3M | -17.7% | +17.7% | -35.4% | -22.0% |
| 6M | +36.4% | +15.8% | +20.6% | +29.7% |
| YTD | +74.5% | +25.1% | +49.4% | +61.2% |
| 1Y | +159.4% | +12.5% | +146.9% | +148.4% |
| 3Y | +361.6% | +59.8% | +301.8% | +291.0% |
| All | +361.6% | +58.7% | +302.9% | +291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling