-46.5%
COMP vs LH
+79.0%
-125.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +4.5% |
| 7D | +14.5% | +4.6% | +10.0% | +10.6% |
| 30D | +14.9% | +19.1% | -4.2% | -1.7% |
| 3M | -14.2% | +16.7% | -31.0% | -25.4% |
| 6M | +23.7% | +47.0% | -23.3% | -12.9% |
| YTD | +2.1% | +49.3% | -47.2% | -29.7% |
| 1Y | +26.2% | +48.6% | -22.4% | -12.9% |
| 3Y | +470.9% | +87.8% | +383.1% | +199.1% |
| 5Y | -14.0% | +65.0% | -79.1% | -52.6% |
| All | -46.5% | +79.0% | -125.4% | -69.4% |
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 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