+0.1%
DOW vs LH
+192.3%
-192.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +5.2% | +1.1% | +4.2% | +4.7% |
| 30D | +13.2% | +16.7% | -3.6% | +5.0% |
| 3M | +10.1% | +15.1% | -5.0% | +2.6% |
| 6M | -13.1% | +46.3% | -59.4% | -28.3% |
| YTD | +46.1% | +48.8% | -2.6% | +18.5% |
| 1Y | +50.0% | +39.7% | +10.3% | +25.8% |
| 3Y | -20.2% | +87.0% | -107.3% | -43.8% |
| 5Y | -27.7% | +53.0% | -80.7% | -44.7% |
| All | +0.1% | +192.3% | -192.2% | -46.5% |
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