+2,528.9%
D vs LH
+1,562.0%
+966.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +3.0% | +1.4% | +1.5% | +2.8% |
| 30D | +11.5% | +17.5% | -6.0% | +9.6% |
| 3M | +3.7% | +16.1% | -12.3% | +2.1% |
| 6M | +13.5% | +43.4% | -29.8% | +9.4% |
| YTD | +20.7% | +47.2% | -26.5% | +15.9% |
| 1Y | +18.2% | +50.1% | -31.9% | +13.2% |
| 3Y | +73.3% | +81.2% | -7.9% | +62.6% |
| 5Y | +12.3% | +63.7% | -51.5% | +6.0% |
| 10Y | +43.4% | +269.2% | -225.8% | +25.4% |
| All | +2,528.9% | +1,562.0% | +966.9% | +1,937.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling