+3,738.8%
ALL vs LH
+970.7%
+2,768.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | -0.1% | +4.8% | -4.9% | -1.0% |
| 30D | +13.8% | +18.8% | -5.0% | +10.2% |
| 3M | -2.8% | +15.7% | -18.4% | -5.5% |
| 6M | +23.7% | +46.7% | -23.0% | +15.1% |
| YTD | +27.3% | +48.9% | -21.7% | +17.9% |
| 1Y | +30.5% | +43.5% | -12.9% | +21.8% |
| 3Y | +113.0% | +86.9% | +26.1% | +88.4% |
| 5Y | +157.6% | +60.4% | +97.2% | +132.8% |
| 10Y | +368.4% | +260.7% | +107.7% | +266.0% |
| All | +3,738.8% | +970.7% | +2,768.1% | +2,404.8% |
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 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