+909.8%
MSFT vs LH
+263.6%
+646.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | -6.2% | +1.2% | -7.4% | -6.7% |
| 30D | -3.7% | +18.0% | -21.7% | -9.8% |
| 3M | +3.6% | +15.7% | -12.1% | -2.4% |
| 6M | +26.8% | +46.6% | -19.8% | +8.5% |
| YTD | +8.4% | +49.5% | -41.0% | -8.5% |
| 1Y | +3.3% | +40.2% | -36.9% | -10.6% |
| 3Y | +44.3% | +87.6% | -43.3% | +7.3% |
| 5Y | +63.3% | +59.3% | +4.1% | +28.5% |
| All | +909.8% | +263.6% | +646.2% | +443.9% |
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