+35.3%
D vs LH
+186.0%
-150.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | -0.7% | +2.0% | -2.7% | -1.4% |
| 3M | +2.1% | +24.3% | -22.2% | -5.0% |
| 6M | +6.8% | +21.1% | -14.2% | 0.0% |
| YTD | +16.5% | +30.4% | -13.9% | +6.3% |
| 1Y | +19.2% | +18.4% | +0.8% | +11.9% |
| 3Y | +61.9% | +65.5% | -3.6% | +34.9% |
| 5Y | +6.5% | +29.9% | -23.3% | -5.6% |
| 10Y | +35.3% | +186.6% | -151.4% | -11.0% |
| All | +35.3% | +186.0% | -150.7% | -11.0% |
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