+10,937.7%
EAT vs LH
+1,587.6%
+9,350.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -8.9% | +1.2% | -10.1% | -9.2% |
| 30D | +3.4% | +18.0% | -14.6% | -0.1% |
| 3M | -9.3% | +15.7% | -25.0% | -12.1% |
| 6M | +43.8% | +46.6% | -2.9% | +32.3% |
| YTD | +39.9% | +49.5% | -9.6% | +28.0% |
| 1Y | +89.7% | +40.2% | +49.5% | +75.9% |
| 3Y | +491.3% | +87.6% | +403.7% | +411.8% |
| 5Y | +365.4% | +59.3% | +306.1% | +315.7% |
| 10Y | +325.9% | +266.1% | +59.8% | +231.7% |
| All | +10,937.7% | +1,587.6% | +9,350.1% | +6,254.7% |
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 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