+672.3%
AU vs LH
+183.3%
+489.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -4.3% | -4.7% | +0.4% | -3.2% |
| 30D | +7.3% | -3.5% | +10.8% | +8.3% |
| 3M | +26.3% | +17.7% | +8.6% | +22.2% |
| 6M | +1.8% | +15.8% | -14.0% | -1.3% |
| YTD | +26.8% | +25.1% | +1.7% | +21.3% |
| 1Y | +66.7% | +12.5% | +54.2% | +62.7% |
| 3Y | +579.1% | +59.8% | +519.3% | +514.2% |
| 5Y | +689.3% | +27.1% | +662.3% | +633.1% |
| All | +672.3% | +183.3% | +489.0% | +529.7% |
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