+870.5%
MSFT vs LH
+192.0%
+678.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -1.0% | -3.2% | +2.1% | +0.2% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | +22.1% | +18.6% | +3.5% | +14.2% |
| 6M | +20.6% | +17.9% | +2.6% | +12.7% |
| YTD | +2.3% | +28.9% | -26.6% | -8.1% |
| 1Y | -0.5% | +16.6% | -17.2% | -7.5% |
| 3Y | +50.5% | +63.6% | -13.0% | +18.5% |
| 5Y | +72.3% | +30.0% | +42.3% | +47.8% |
| All | +870.5% | +192.0% | +678.5% | +474.8% |
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