+216.9%
B vs LH
+263.7%
-46.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.2% | +2.5% | -8.7% | -6.6% |
| 30D | -6.6% | +18.7% | -25.3% | -9.8% |
| 3M | -7.9% | +15.3% | -23.2% | -10.5% |
| 6M | -16.8% | +45.4% | -62.2% | -22.8% |
| YTD | -11.7% | +49.5% | -61.2% | -18.5% |
| 1Y | +3.5% | +41.4% | -37.9% | -3.6% |
| 3Y | +165.7% | +87.6% | +78.1% | +132.5% |
| 5Y | +108.4% | +53.8% | +54.6% | +87.0% |
| All | +216.9% | +263.7% | -46.7% | +131.1% |
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