+1,059.0%
C vs LH
+1,562.0%
-503.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -6.0% | +17.5% | -23.5% | -9.7% |
| 3M | -10.5% | +16.1% | -26.6% | -13.9% |
| 6M | -5.7% | +43.4% | -49.1% | -14.0% |
| YTD | +4.1% | +47.2% | -43.1% | -5.7% |
| 1Y | +20.5% | +50.1% | -29.6% | +8.5% |
| 3Y | +208.1% | +81.2% | +127.0% | +164.0% |
| 5Y | +110.4% | +63.7% | +46.7% | +83.8% |
| 10Y | +234.6% | +269.2% | -34.6% | +143.7% |
| All | +1,059.0% | +1,562.0% | -503.0% | +529.1% |
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