+107.5%
ALL vs LH
+80.4%
+27.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.7% |
| 7D | -1.9% | +1.4% | -3.4% | -2.4% |
| 30D | +13.8% | +17.5% | -3.7% | +8.4% |
| 3M | -7.0% | +16.1% | -23.1% | -11.1% |
| 6M | +18.0% | +43.4% | -25.3% | +6.0% |
| YTD | +24.2% | +47.2% | -23.0% | +10.1% |
| 1Y | +31.2% | +50.1% | -19.0% | +15.6% |
| 3Y | +107.5% | +81.2% | +26.4% | +69.7% |
| All | +107.5% | +80.4% | +27.2% | +69.7% |
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