+48.3%
D vs LH
+267.5%
-219.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +2.4% | +4.8% | -2.4% | +0.9% |
| 30D | +10.9% | +18.8% | -7.9% | +4.8% |
| 3M | +2.8% | +15.7% | -12.8% | -2.2% |
| 6M | +12.7% | +46.7% | -34.0% | -0.9% |
| YTD | +20.3% | +48.9% | -28.6% | +4.9% |
| 1Y | +17.1% | +43.5% | -26.3% | +3.2% |
| 3Y | +75.1% | +86.9% | -11.8% | +39.8% |
| 5Y | +13.1% | +60.4% | -47.3% | -6.7% |
| 10Y | +48.3% | +260.7% | -212.5% | -8.6% |
| All | +48.3% | +267.5% | -219.2% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling