-24.2%
AR vs LH
+306.3%
-330.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +2.5% | -2.5% | +4.9% | +3.4% |
| 30D | +14.8% | +4.3% | +10.5% | +12.8% |
| 3M | +6.2% | +25.5% | -19.3% | -3.3% |
| 6M | +4.3% | +17.0% | -12.7% | -2.8% |
| YTD | +14.4% | +31.3% | -16.9% | +1.4% |
| 1Y | +21.3% | +20.0% | +1.4% | +11.2% |
| 3Y | +39.8% | +63.9% | -24.1% | +11.1% |
| 5Y | +142.1% | +30.9% | +111.2% | +107.4% |
| 10Y | +52.0% | +191.4% | -139.3% | -12.6% |
| All | -24.2% | +306.3% | -330.5% | -58.0% |
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