+48.8%
D vs LH
+263.7%
-214.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.1% | +2.5% | -5.5% | -3.8% |
| 30D | +8.4% | +18.7% | -10.3% | +2.4% |
| 3M | +0.2% | +15.3% | -15.1% | -4.6% |
| 6M | +9.5% | +45.4% | -35.9% | -3.5% |
| YTD | +18.8% | +49.5% | -30.7% | +3.4% |
| 1Y | +14.7% | +41.4% | -26.7% | +1.6% |
| 3Y | +72.9% | +87.6% | -14.7% | +37.8% |
| 5Y | +13.1% | +53.8% | -40.6% | -5.4% |
| All | +48.8% | +263.7% | -214.9% | -9.1% |
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