+107,179.7%
MSFT vs LH
+1,382.1%
+105,797.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.8% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | +2.7% | +4.3% | -1.6% | +1.9% |
| 3M | +17.0% | +25.5% | -8.6% | +12.4% |
| 6M | +23.8% | +17.0% | +6.9% | +20.4% |
| YTD | +4.0% | +31.3% | -27.3% | -1.1% |
| 1Y | -0.8% | +20.0% | -20.8% | -4.4% |
| 3Y | +55.6% | +63.9% | -8.3% | +41.1% |
| 5Y | +72.9% | +30.9% | +42.0% | +62.5% |
| 10Y | +875.8% | +191.4% | +684.4% | +696.8% |
| All | +107,179.7% | +1,382.1% | +105,797.6% | +63,628.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling