+202.9%
B vs LH
+65.1%
+137.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | +9.4% | +4.3% | +5.1% | +8.5% |
| 3M | +5.0% | +25.5% | -20.5% | +0.1% |
| 6M | -3.5% | +17.0% | -20.5% | -6.6% |
| YTD | +4.5% | +31.3% | -26.8% | -1.1% |
| 1Y | +67.8% | +20.0% | +47.8% | +61.3% |
| All | +202.9% | +65.1% | +137.8% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling