+5.4%
B vs LH
+41.3%
-36.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -7.3% | +1.1% | -8.4% | -7.6% |
| 30D | -3.3% | +16.7% | -20.1% | -7.7% |
| 3M | -7.8% | +15.1% | -22.9% | -11.4% |
| 6M | -15.5% | +46.3% | -61.9% | -23.7% |
| YTD | -12.3% | +48.8% | -61.0% | -19.2% |
| 1Y | +5.4% | +39.7% | -34.3% | -2.5% |
| All | +5.4% | +41.3% | -36.0% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling