+610.5%
SONY vs LH
+1,372.9%
-762.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -5.2% | -0.8% | -4.3% | -5.0% |
| 30D | +0.3% | +2.0% | -1.7% | 0.0% |
| 3M | +6.2% | +24.3% | -18.0% | +3.0% |
| 6M | +9.5% | +21.1% | -11.5% | +6.5% |
| YTD | -8.1% | +30.4% | -38.5% | -11.6% |
| 1Y | -17.9% | +18.4% | -36.3% | -20.1% |
| 3Y | +41.5% | +65.5% | -24.0% | +31.0% |
| 5Y | +11.8% | +29.9% | -18.0% | +6.6% |
| 10Y | +275.4% | +186.6% | +88.8% | +219.4% |
| All | +610.5% | +1,372.9% | -762.4% | +391.2% |
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