+22.2%
A vs LH
+44.2%
-22.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | -1.0% |
| 7D | -2.4% | +2.1% | -4.5% | -3.4% |
| 30D | +3.6% | +19.2% | -15.6% | -5.5% |
| 3M | +27.5% | +18.0% | +9.5% | +16.6% |
| 6M | +58.5% | +46.1% | +12.4% | +27.4% |
| YTD | +31.2% | +47.7% | -16.5% | +5.7% |
| 1Y | +22.2% | +47.2% | -25.0% | -1.2% |
| All | +22.2% | +44.2% | -22.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling