-44.8%
COMP vs LH
+57.4%
-102.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.8% |
| 7D | +1.4% | -2.5% | +3.8% | +3.6% |
| 30D | -13.3% | +4.3% | -17.7% | -16.6% |
| 3M | +41.1% | +25.5% | +15.6% | +14.5% |
| 6M | +17.2% | +17.0% | +0.2% | +1.5% |
| YTD | +5.2% | +31.3% | -26.1% | -18.7% |
| 1Y | +18.9% | +20.0% | -1.0% | -1.1% |
| 3Y | +215.9% | +63.9% | +152.0% | +86.6% |
| 5Y | -31.2% | +30.9% | -62.0% | -57.1% |
| All | -44.8% | +57.4% | -102.2% | -64.6% |
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 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