+1,233.4%
C vs LH
+1,382.1%
-148.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +3.6% | -2.5% | +6.1% | +4.2% |
| 30D | +0.1% | +4.3% | -4.3% | -1.0% |
| 3M | +2.4% | +25.5% | -23.1% | -3.3% |
| 6M | +24.9% | +17.0% | +8.0% | +20.0% |
| YTD | +19.8% | +31.3% | -11.5% | +11.7% |
| 1Y | +44.9% | +20.0% | +24.9% | +37.8% |
| 3Y | +263.0% | +63.9% | +199.1% | +219.2% |
| 5Y | +129.5% | +30.9% | +98.7% | +111.7% |
| 10Y | +291.6% | +191.4% | +100.2% | +200.5% |
| All | +1,233.4% | +1,382.1% | -148.7% | +645.4% |
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