+114.8%
ALL vs LH
+31.3%
+83.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -4.7% | +2.0% | -6.7% | -5.3% |
| 3M | +18.4% | +24.3% | -5.9% | +10.0% |
| 6M | +20.5% | +21.1% | -0.6% | +12.8% |
| YTD | +23.5% | +30.4% | -6.9% | +12.5% |
| 1Y | +29.0% | +18.4% | +10.6% | +21.1% |
| 3Y | +153.7% | +65.5% | +88.2% | +109.3% |
| 5Y | +114.8% | +29.9% | +84.9% | +86.6% |
| All | +114.8% | +31.3% | +83.5% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling