+130.7%
C vs LH
+31.5%
+99.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +3.6% | -2.5% | +6.1% | +4.7% |
| 30D | +0.1% | +4.3% | -4.3% | -1.8% |
| 3M | +2.4% | +25.5% | -23.1% | -7.6% |
| 6M | +24.9% | +17.0% | +8.0% | +16.3% |
| YTD | +19.8% | +31.3% | -11.5% | +5.4% |
| 1Y | +44.9% | +20.0% | +24.9% | +32.3% |
| 3Y | +263.0% | +63.9% | +199.1% | +182.4% |
| All | +130.7% | +31.5% | +99.2% | +83.3% |
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