+555.8%
ROKU vs LH
+152.4%
+403.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +3.2% |
| 7D | -2.6% | -7.4% | +4.8% | +1.5% |
| 30D | +2.1% | -4.6% | +6.7% | +4.6% |
| 3M | +31.8% | +14.5% | +17.3% | +21.4% |
| 6M | +53.3% | +14.8% | +38.5% | +40.4% |
| YTD | +42.1% | +23.3% | +18.8% | +24.3% |
| 1Y | +62.3% | +13.6% | +48.7% | +47.9% |
| 3Y | +84.6% | +56.3% | +28.3% | +37.0% |
| 5Y | -53.1% | +25.2% | -78.3% | -60.9% |
| All | +555.8% | +152.4% | +403.4% | +311.8% |
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