+872.1%
MSFT vs LH
+179.1%
+693.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.9% |
| 7D | -3.5% | -7.4% | +3.9% | -0.6% |
| 30D | -2.1% | -4.6% | +2.5% | -0.4% |
| 3M | +24.2% | +14.5% | +9.6% | +17.6% |
| 6M | +21.9% | +14.8% | +7.1% | +15.0% |
| YTD | +2.5% | +23.3% | -20.8% | -6.4% |
| 1Y | -0.8% | +13.6% | -14.4% | -6.9% |
| 3Y | +50.8% | +56.3% | -5.6% | +20.7% |
| 5Y | +73.5% | +25.2% | +48.3% | +50.9% |
| All | +872.1% | +179.1% | +693.0% | +485.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling