+3,716.0%
ALL vs LH
+843.7%
+2,872.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | -1.5% | +4.3% | -5.8% | -2.3% |
| 3M | +23.6% | +25.5% | -1.9% | +18.6% |
| 6M | +22.3% | +17.0% | +5.4% | +18.7% |
| YTD | +26.5% | +31.3% | -4.7% | +20.1% |
| 1Y | +27.0% | +20.0% | +7.0% | +22.4% |
| 3Y | +149.6% | +63.9% | +85.7% | +126.5% |
| 5Y | +118.1% | +30.9% | +87.2% | +104.6% |
| 10Y | +369.0% | +191.4% | +177.6% | +279.8% |
| All | +3,716.0% | +843.7% | +2,872.3% | +2,451.1% |
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