+690.8%
B vs LH
+1,382.1%
-691.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.5% |
| 30D | +9.4% | +4.3% | +5.1% | +9.2% |
| 3M | +5.0% | +25.5% | -20.5% | +3.8% |
| 6M | -3.5% | +17.0% | -20.5% | -4.3% |
| YTD | +4.5% | +31.3% | -26.8% | +3.1% |
| 1Y | +67.8% | +20.0% | +47.8% | +66.3% |
| 3Y | +196.7% | +63.9% | +132.8% | +189.5% |
| 5Y | +151.9% | +30.9% | +121.1% | +147.5% |
| 10Y | +202.2% | +191.4% | +10.8% | +186.8% |
| All | +690.8% | +1,382.1% | -691.3% | +591.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling