+39.3%
EAT vs LH
+16.9%
+22.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.9% |
| 7D | -6.8% | -3.2% | -3.6% | -6.0% |
| 30D | -5.4% | +0.1% | -5.5% | -5.3% |
| 3M | +42.8% | +18.6% | +24.1% | +36.6% |
| 6M | +56.5% | +17.9% | +38.6% | +49.6% |
| YTD | +50.0% | +28.9% | +21.1% | +38.8% |
| All | +39.3% | +16.9% | +22.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling