-34.9%
DOW vs LH
+63.5%
-98.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -6.0% | -3.2% | -2.8% | -5.2% |
| 30D | -2.7% | +0.1% | -2.9% | -2.8% |
| 3M | -10.5% | +18.6% | -29.1% | -15.1% |
| 6M | -12.4% | +17.9% | -30.4% | -17.1% |
| YTD | +30.0% | +28.9% | +1.1% | +18.5% |
| 1Y | +27.8% | +16.6% | +11.2% | +21.0% |
| All | -34.9% | +63.5% | -98.4% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling