All13FFilters_SerialCorrelationOfAlphaReturns12Month_15yearsTo20160430

Chart of the persistence of stock picking performance as measured by the correlation between αReturns (risk-adjusted returns from security selection) for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios

13F Equity Portfolios: Serial correlation of αReturns (risk-adjusted returns from security selection)

13F Equity Portfolios: Serial correlation of αReturns (risk-adjusted returns from security selection)

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