+12,134.3%
EAT vs LH
+1,372.9%
+10,761.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +52.2% | +24.3% | +28.0% | +45.2% |
| 6M | +65.0% | +21.1% | +44.0% | +58.2% |
| YTD | +55.0% | +30.4% | +24.6% | +46.0% |
| 1Y | +42.1% | +18.4% | +23.7% | +36.5% |
| 3Y | +614.7% | +65.5% | +549.2% | +535.3% |
| 5Y | +322.7% | +29.9% | +292.9% | +293.7% |
| 10Y | +382.0% | +186.6% | +195.4% | +292.4% |
| All | +12,134.3% | +1,372.9% | +10,761.4% | +7,150.8% |
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 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