+51.2%
MSFT vs LH
+64.5%
-13.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -1.0% | +2.0% | -3.0% | -1.3% |
| 3M | +20.2% | +24.3% | -4.1% | +17.1% |
| 6M | +21.3% | +21.1% | +0.2% | +18.5% |
| YTD | +2.8% | +30.4% | -27.7% | -0.7% |
| 1Y | 0.0% | +18.4% | -18.4% | -2.3% |
| 3Y | +51.2% | +65.5% | -14.2% | +45.7% |
| All | +51.2% | +64.5% | -13.2% | +45.7% |
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