+612.7%
VEEV vs LH
+299.8%
+312.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -5.2% | -0.8% | -4.3% | -4.8% |
| 30D | +14.9% | +2.0% | +12.9% | +13.9% |
| 3M | +58.4% | +24.3% | +34.1% | +43.7% |
| 6M | +35.5% | +21.1% | +14.4% | +24.2% |
| YTD | +18.6% | +30.4% | -11.8% | +4.8% |
| 1Y | -6.3% | +18.4% | -24.7% | -13.9% |
| 3Y | +20.2% | +65.5% | -45.3% | -6.4% |
| 5Y | -13.8% | +29.9% | -43.7% | -26.2% |
| 10Y | +542.0% | +186.6% | +355.4% | +256.9% |
| All | +612.7% | +299.8% | +312.9% | +267.0% |
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