+153.8%
B vs LH
+31.3%
+122.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | +2.3% | -0.8% | +3.2% | +2.5% |
| 30D | +1.4% | +2.0% | -0.7% | +1.0% |
| 3M | +12.2% | +24.3% | -12.1% | +7.0% |
| 6M | -2.1% | +21.1% | -23.2% | -6.2% |
| YTD | +2.9% | +30.4% | -27.5% | -2.9% |
| 1Y | +55.3% | +18.4% | +36.9% | +49.3% |
| 3Y | +198.7% | +65.5% | +133.2% | +163.9% |
| 5Y | +153.8% | +29.9% | +123.9% | +111.6% |
| All | +153.8% | +31.3% | +122.5% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling