+98.2%
DD vs LH
+261.9%
-163.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +5.0% | +1.1% | +3.9% | +4.4% |
| 30D | +19.7% | +16.7% | +2.9% | +10.7% |
| 3M | +7.2% | +15.1% | -7.9% | -0.4% |
| 6M | +1.0% | +46.3% | -45.3% | -17.1% |
| YTD | +29.1% | +48.8% | -19.7% | +4.9% |
| 1Y | +28.5% | +39.7% | -11.2% | +7.7% |
| 3Y | +89.4% | +87.0% | +2.4% | +34.8% |
| 5Y | +67.1% | +53.0% | +14.1% | +29.1% |
| All | +98.2% | +261.9% | -163.6% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling