-54.2%
COMP vs LH
+74.9%
-129.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.2% | -6.9% | -7.1% |
| 7D | -1.8% | -1.3% | -0.5% | -0.5% |
| 30D | -0.8% | +16.6% | -17.3% | -13.6% |
| 3M | -28.1% | +16.0% | -44.1% | -37.2% |
| 6M | +27.0% | +42.0% | -15.0% | -8.0% |
| YTD | -12.8% | +45.9% | -58.7% | -38.8% |
| 1Y | +4.9% | +46.4% | -41.5% | -26.8% |
| 3Y | +321.0% | +79.0% | +242.0% | +131.0% |
| 5Y | -25.6% | +62.3% | -87.8% | -58.3% |
| All | -54.2% | +74.9% | -129.1% | -73.4% |
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 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