+144.3%
AR vs LH
+31.3%
+113.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +12.6% | +2.0% | +10.6% | +11.8% |
| 3M | +10.0% | +24.3% | -14.2% | +1.7% |
| 6M | +0.6% | +21.1% | -20.4% | -6.4% |
| YTD | +13.4% | +30.4% | -17.0% | +2.2% |
| 1Y | +21.7% | +18.4% | +3.3% | +13.6% |
| 3Y | +45.8% | +65.5% | -19.6% | +16.6% |
| 5Y | +144.3% | +29.9% | +114.4% | +110.2% |
| All | +144.3% | +31.3% | +113.0% | +110.2% |
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