+15.2%
D vs LH
+62.5%
-47.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | +3.0% | +1.4% | +1.5% | +2.6% |
| 30D | +11.5% | +17.5% | -6.0% | +6.3% |
| 3M | +3.7% | +16.1% | -12.3% | -0.9% |
| 6M | +13.5% | +43.4% | -29.8% | +1.6% |
| YTD | +20.7% | +47.2% | -26.5% | +6.7% |
| 1Y | +18.2% | +50.1% | -31.9% | +3.6% |
| 3Y | +73.3% | +81.2% | -7.9% | +41.4% |
| All | +15.2% | +62.5% | -47.3% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling