-64.7%
CAPR vs LH
+259.5%
-324.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.4% | +8.0% | +8.9% |
| 7D | +36.0% | +4.6% | +31.5% | +34.0% |
| 30D | +25.8% | +19.1% | +6.7% | +18.2% |
| 3M | +140.8% | +16.7% | +124.1% | +127.4% |
| 6M | -67.6% | +47.0% | -114.6% | -72.7% |
| YTD | -65.9% | +49.3% | -115.2% | -71.5% |
| 1Y | +66.1% | +48.6% | +17.5% | +38.8% |
| 3Y | +256.9% | +87.8% | +169.0% | +165.5% |
| 5Y | +172.1% | +65.0% | +107.1% | +110.3% |
| 10Y | -64.7% | +275.0% | -339.7% | -86.2% |
| All | -64.7% | +259.5% | -324.1% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling