-10.8%
DOW vs LH
+157.9%
-168.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | -2.4% | -2.5% | +0.1% | -1.2% |
| 30D | +0.4% | +4.3% | -4.0% | -1.6% |
| 3M | -14.4% | +25.5% | -39.9% | -23.7% |
| 6M | -7.0% | +17.0% | -23.9% | -14.8% |
| YTD | +30.2% | +31.3% | -1.1% | +12.5% |
| 1Y | +29.2% | +20.0% | +9.2% | +16.5% |
| 3Y | -36.7% | +63.9% | -100.6% | -52.4% |
| 5Y | -37.7% | +30.9% | -68.6% | -48.5% |
| All | -10.8% | +157.9% | -168.7% | -49.2% |
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