+3,634.3%
REGN vs LH
+809.9%
+2,824.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -5.6% | -4.7% | -0.9% | -4.5% |
| 30D | -2.0% | -3.5% | +1.5% | -1.1% |
| 3M | +28.0% | +17.7% | +10.3% | +22.9% |
| 6M | +1.2% | +15.8% | -14.6% | -2.5% |
| YTD | +1.6% | +25.1% | -23.5% | -4.1% |
| 1Y | +38.2% | +12.5% | +25.7% | +33.5% |
| 3Y | -5.4% | +59.8% | -65.1% | -16.7% |
| 5Y | +21.3% | +27.1% | -5.8% | +12.0% |
| 10Y | +105.2% | +183.2% | -78.0% | +51.9% |
| All | +3,634.3% | +809.9% | +2,824.4% | +1,936.9% |
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 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