-50.4%
COMP vs LH
+78.5%
-129.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.2% | -7.2% |
| 7D | +7.2% | +4.8% | +2.4% | +3.4% |
| 30D | +6.4% | +18.8% | -12.4% | -8.8% |
| 3M | -19.4% | +15.7% | -35.1% | -29.3% |
| 6M | +14.6% | +46.7% | -32.1% | -19.2% |
| YTD | -5.5% | +48.9% | -54.4% | -34.8% |
| 1Y | +13.7% | +43.5% | -29.8% | -19.0% |
| 3Y | +409.7% | +86.9% | +322.8% | +168.3% |
| 5Y | -17.0% | +60.4% | -77.4% | -54.0% |
| All | -50.4% | +78.5% | -129.0% | -71.6% |
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 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