-8.7%
COMP vs LH
+54.7%
-63.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.9% |
| 30D | +16.6% | +16.7% | -0.2% | +0.6% |
| 3M | -23.5% | +15.1% | -38.6% | -33.2% |
| 6M | +25.7% | +46.3% | -20.6% | -13.4% |
| YTD | -3.4% | +48.8% | -52.2% | -35.2% |
| 1Y | +7.6% | +39.7% | -32.1% | -23.3% |
| 3Y | +423.6% | +87.0% | +336.5% | +157.4% |
| All | -8.7% | +54.7% | -63.4% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling