+1,029.0%
DD vs LH
+1,382.1%
-353.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.6% |
| 7D | -3.5% | -2.5% | -1.1% | -3.1% |
| 30D | -10.3% | +4.3% | -14.7% | -11.0% |
| 3M | -7.5% | +25.5% | -33.1% | -11.3% |
| 6M | -8.0% | +17.0% | -25.0% | -10.6% |
| YTD | +10.5% | +31.3% | -20.8% | +5.2% |
| 1Y | +38.3% | +20.0% | +18.3% | +33.5% |
| 3Y | +42.5% | +63.9% | -21.4% | +30.2% |
| 5Y | +60.2% | +30.9% | +29.3% | +51.4% |
| 10Y | +68.9% | +191.4% | -122.5% | +39.9% |
| All | +1,029.0% | +1,382.1% | -353.0% | +643.2% |
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