+1,008.4%
ASX vs LH
+263.7%
+744.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | +22.1% | +2.5% | +19.6% | +21.0% |
| 30D | -23.8% | +18.7% | -42.5% | -28.7% |
| 3M | -7.6% | +15.3% | -23.0% | -12.8% |
| 6M | +6.9% | +45.4% | -38.5% | -8.7% |
| YTD | +127.7% | +49.5% | +78.2% | +91.7% |
| 1Y | +144.5% | +41.4% | +103.1% | +110.7% |
| 3Y | +377.8% | +87.6% | +290.2% | +256.8% |
| 5Y | +498.2% | +53.8% | +444.5% | +379.2% |
| All | +1,008.4% | +263.7% | +744.7% | +522.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling