+368.4%
ALL vs LH
+267.5%
+100.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +3.0% |
| 7D | -0.1% | +4.8% | -4.9% | -2.0% |
| 30D | +13.8% | +18.8% | -5.0% | +6.0% |
| 3M | -2.8% | +15.7% | -18.4% | -8.6% |
| 6M | +23.7% | +46.7% | -23.0% | +5.7% |
| YTD | +27.3% | +48.9% | -21.7% | +7.5% |
| 1Y | +30.5% | +43.5% | -12.9% | +11.9% |
| 3Y | +113.0% | +86.9% | +26.1% | +60.7% |
| 5Y | +157.6% | +60.4% | +97.2% | +103.3% |
| 10Y | +368.4% | +260.7% | +107.7% | +168.8% |
| All | +368.4% | +267.5% | +100.9% | +168.8% |
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