+2,423.1%
D vs LH
+1,382.1%
+1,041.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +0.4% | -2.5% | +2.9% | +0.7% |
| 30D | -3.6% | +4.3% | -7.9% | -4.0% |
| 3M | -1.0% | +25.5% | -26.5% | -3.3% |
| 6M | +6.3% | +17.0% | -10.7% | +4.5% |
| YTD | +14.7% | +31.3% | -16.6% | +11.5% |
| 1Y | +16.9% | +20.0% | -3.0% | +14.6% |
| 3Y | +56.8% | +63.9% | -7.1% | +48.8% |
| 5Y | +5.2% | +30.9% | -25.7% | +1.5% |
| 10Y | +35.9% | +191.4% | -155.5% | +21.2% |
| All | +2,423.1% | +1,382.1% | +1,041.0% | +1,880.0% |
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 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