-10.2%
DOW vs LH
+142.2%
-152.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.9% |
| 7D | -2.4% | -7.4% | +5.0% | +1.1% |
| 30D | -4.1% | -4.6% | +0.5% | -2.1% |
| 3M | -12.4% | +14.5% | -26.9% | -18.5% |
| 6M | -10.6% | +14.8% | -25.4% | -17.6% |
| YTD | +31.1% | +23.3% | +7.8% | +16.5% |
| 1Y | +30.5% | +13.6% | +16.9% | +20.6% |
| 3Y | -34.4% | +56.3% | -90.8% | -49.7% |
| 5Y | -35.5% | +25.2% | -60.7% | -45.7% |
| All | -10.2% | +142.2% | -152.4% | -47.4% |
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