+286.6%
SONY vs LH
+183.3%
+103.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -2.7% | -4.7% | +2.0% | -1.2% |
| 30D | +1.5% | -3.5% | +5.0% | +2.6% |
| 3M | +13.0% | +17.7% | -4.7% | +6.9% |
| 6M | +11.2% | +15.8% | -4.6% | +5.5% |
| YTD | -6.6% | +25.1% | -31.7% | -13.8% |
| 1Y | -18.1% | +12.5% | -30.6% | -21.9% |
| 3Y | +42.1% | +59.8% | -17.7% | +18.5% |
| 5Y | +11.0% | +27.1% | -16.0% | -1.3% |
| All | +286.6% | +183.3% | +103.3% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling