-27.5%
DOW vs LH
+54.7%
-82.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.2% | +1.1% | +4.2% | +4.9% |
| 30D | +13.2% | +16.7% | -3.6% | +7.3% |
| 3M | +10.1% | +15.1% | -5.0% | +4.7% |
| 6M | -13.1% | +46.3% | -59.4% | -24.6% |
| YTD | +46.1% | +48.8% | -2.6% | +25.0% |
| 1Y | +50.0% | +39.7% | +10.3% | +31.8% |
| 3Y | -20.2% | +87.0% | -107.3% | -39.0% |
| All | -27.5% | +54.7% | -82.2% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling