+7.8%
D vs LH
+31.5%
-23.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +1.5% | -2.5% | +3.9% | +2.2% |
| 30D | -2.6% | +4.3% | -6.9% | -3.8% |
| 3M | 0.0% | +25.5% | -25.5% | -6.8% |
| 6M | +7.4% | +17.0% | -9.6% | +2.0% |
| YTD | +15.9% | +31.3% | -15.4% | +6.2% |
| 1Y | +18.1% | +20.0% | -1.9% | +11.0% |
| 3Y | +58.4% | +63.9% | -5.5% | +33.7% |
| All | +7.8% | +31.5% | -23.7% | -7.6% |
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 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