+12.8%
SBUX vs LH
+63.5%
-50.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.6% |
| 7D | -6.3% | -3.2% | -3.1% | -5.3% |
| 30D | -3.9% | +0.1% | -4.0% | -3.9% |
| 3M | +3.3% | +18.6% | -15.3% | -2.2% |
| 6M | +1.4% | +17.9% | -16.5% | -3.9% |
| YTD | +21.0% | +28.9% | -8.0% | +11.0% |
| 1Y | +22.4% | +16.6% | +5.8% | +15.8% |
| All | +12.8% | +63.5% | -50.8% | -1.4% |
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