+3,646.0%
ALL vs LH
+958.2%
+2,687.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.6% |
| 7D | -1.9% | +1.4% | -3.4% | -2.2% |
| 30D | +13.8% | +17.5% | -3.7% | +10.4% |
| 3M | -7.0% | +16.1% | -23.1% | -9.6% |
| 6M | +18.0% | +43.4% | -25.3% | +10.3% |
| YTD | +24.2% | +47.2% | -23.0% | +15.3% |
| 1Y | +31.2% | +50.1% | -19.0% | +21.4% |
| 3Y | +107.5% | +81.2% | +26.4% | +84.7% |
| 5Y | +144.8% | +63.7% | +81.1% | +120.5% |
| 10Y | +375.8% | +269.2% | +106.6% | +270.7% |
| All | +3,646.0% | +958.2% | +2,687.8% | +2,349.6% |
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 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