+77.5%
AR vs LH
+60.7%
+16.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -14.3% | +1.4% | -15.7% | -14.7% |
| 30D | +1.4% | +17.5% | -16.1% | -3.8% |
| 3M | +3.4% | +16.1% | -12.7% | -1.8% |
| 6M | -2.1% | +43.4% | -45.4% | -13.9% |
| YTD | +4.7% | +47.2% | -42.5% | -9.5% |
| 1Y | +10.6% | +50.1% | -39.6% | -5.2% |
| 3Y | +24.6% | +81.2% | -56.6% | -3.2% |
| All | +77.5% | +60.7% | +16.7% | +31.7% |
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 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