+13,641.8%
COST vs LH
+1,355.8%
+12,286.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | -2.8% | -3.2% | +0.4% | -2.3% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | -6.7% | +18.6% | -25.3% | -9.0% |
| 6M | -9.9% | +17.9% | -27.9% | -12.2% |
| YTD | +5.1% | +28.9% | -23.8% | +1.1% |
| 1Y | -7.3% | +16.6% | -23.9% | -9.6% |
| 3Y | +70.4% | +63.6% | +6.8% | +57.4% |
| 5Y | +104.4% | +30.0% | +74.4% | +94.2% |
| 10Y | +609.0% | +191.9% | +417.1% | +493.4% |
| All | +13,641.8% | +1,355.8% | +12,286.0% | +8,309.9% |
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