+364.8%
ALL vs LH
+185.6%
+179.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -2.2% | -3.2% | +1.0% | -1.0% |
| 30D | -5.6% | +0.1% | -5.7% | -5.7% |
| 3M | +17.2% | +18.6% | -1.4% | +9.5% |
| 6M | +23.2% | +17.9% | +5.3% | +15.1% |
| YTD | +23.6% | +28.9% | -5.3% | +11.0% |
| 1Y | +29.2% | +16.6% | +12.5% | +20.5% |
| 3Y | +153.8% | +63.6% | +90.3% | +103.3% |
| 5Y | +116.1% | +30.0% | +86.1% | +86.8% |
| 10Y | +364.8% | +191.9% | +172.9% | +180.6% |
| All | +364.8% | +185.6% | +179.2% | +180.6% |
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