+476.0%
A vs LH
+4,569.3%
-4,093.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -1.9% | -2.5% | +0.5% | -0.9% |
| 30D | +6.9% | +4.3% | +2.6% | +5.1% |
| 3M | +9.2% | +25.5% | -16.3% | -0.6% |
| 6M | +25.7% | +17.0% | +8.7% | +17.8% |
| YTD | +11.5% | +31.3% | -19.7% | -0.4% |
| 1Y | +18.4% | +20.0% | -1.6% | +9.2% |
| 3Y | +26.6% | +63.9% | -37.3% | +2.7% |
| 5Y | -12.8% | +30.9% | -43.7% | -23.1% |
| 10Y | +247.2% | +191.4% | +55.8% | +115.8% |
| All | +476.0% | +4,569.3% | -4,093.3% | +11.4% |
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 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