+238.4%
A vs LH
+179.1%
+59.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +1.0% |
| 7D | -4.6% | -7.4% | +2.8% | -0.9% |
| 30D | -4.3% | -4.6% | +0.3% | -2.1% |
| 3M | +8.9% | +14.5% | -5.6% | +1.6% |
| 6M | +24.5% | +14.8% | +9.7% | +16.2% |
| YTD | +5.8% | +23.3% | -17.4% | -4.9% |
| 1Y | +16.2% | +13.6% | +2.6% | +8.2% |
| 3Y | +28.5% | +56.3% | -27.9% | +1.8% |
| 5Y | -16.3% | +25.2% | -41.5% | -27.4% |
| All | +238.4% | +179.1% | +59.3% | +101.2% |
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 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