-49.3%
COMP vs LH
+76.5%
-125.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.0% |
| 7D | +13.4% | +1.4% | +12.0% | +12.3% |
| 30D | +11.1% | +17.5% | -6.4% | -3.9% |
| 3M | -18.8% | +16.1% | -34.9% | -29.1% |
| 6M | +10.5% | +43.4% | -32.9% | -20.6% |
| YTD | -3.4% | +47.2% | -50.6% | -32.7% |
| 1Y | +19.7% | +50.1% | -30.4% | -18.4% |
| 3Y | +381.6% | +81.2% | +300.4% | +161.4% |
| 5Y | -17.6% | +63.7% | -81.3% | -54.1% |
| All | -49.3% | +76.5% | -125.8% | -70.7% |
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