+614.7%
EAT vs LH
+64.5%
+550.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -1.2% | +2.0% | -3.2% | -1.7% |
| 3M | +52.2% | +24.3% | +28.0% | +42.9% |
| 6M | +65.0% | +21.1% | +44.0% | +56.0% |
| YTD | +55.0% | +30.4% | +24.6% | +42.9% |
| 1Y | +42.1% | +18.4% | +23.7% | +34.6% |
| 3Y | +614.7% | +65.5% | +549.2% | +495.6% |
| All | +614.7% | +64.5% | +550.2% | +495.6% |
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