+114,363.1%
MSFT vs LH
+1,581.5%
+112,781.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +2.3% | +4.8% | -2.5% | +1.5% |
| 30D | -0.4% | +18.8% | -19.2% | -3.3% |
| 3M | +5.6% | +15.7% | -10.1% | +2.8% |
| 6M | +29.0% | +46.7% | -17.7% | +20.5% |
| YTD | +10.9% | +48.9% | -38.0% | +3.1% |
| 1Y | +6.2% | +43.5% | -37.2% | -0.6% |
| 3Y | +47.6% | +86.9% | -39.3% | +30.9% |
| 5Y | +67.9% | +60.4% | +7.5% | +52.3% |
| 10Y | +922.9% | +260.7% | +662.2% | +707.1% |
| All | +114,363.1% | +1,581.5% | +112,781.6% | +66,356.1% |
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