+31.8%
A vs LH
+64.5%
-32.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.3% |
| 7D | -2.1% | -0.8% | -1.2% | -1.6% |
| 30D | +0.6% | +2.0% | -1.4% | -0.5% |
| 3M | +10.9% | +24.3% | -13.4% | -2.1% |
| 6M | +28.2% | +21.1% | +7.1% | +14.8% |
| YTD | +8.6% | +30.4% | -21.9% | -6.9% |
| 1Y | +15.5% | +18.4% | -2.8% | +3.9% |
| 3Y | +31.8% | +65.5% | -33.7% | -3.4% |
| All | +31.8% | +64.5% | -32.7% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling