+2,515.1%
D vs LH
+1,585.8%
+929.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.7% |
| 7D | +0.8% | +4.6% | -3.8% | +0.3% |
| 30D | +10.7% | +19.1% | -8.4% | +8.7% |
| 3M | +2.3% | +16.7% | -14.5% | +0.6% |
| 6M | +12.5% | +47.0% | -34.5% | +8.1% |
| YTD | +20.1% | +49.3% | -29.2% | +15.1% |
| 1Y | +15.6% | +48.6% | -33.1% | +10.8% |
| 3Y | +75.2% | +87.8% | -12.7% | +63.8% |
| 5Y | +14.6% | +65.0% | -50.5% | +8.1% |
| 10Y | +43.8% | +275.0% | -231.2% | +25.5% |
| All | +2,515.1% | +1,585.8% | +929.2% | +1,924.1% |
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 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