+193.5%
ECL vs LH
+267.5%
-74.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +0.4% | +4.8% | -4.3% | -1.7% |
| 30D | +8.6% | +18.8% | -10.2% | 0.0% |
| 3M | +7.9% | +15.7% | -7.8% | +0.4% |
| 6M | +21.0% | +46.7% | -25.6% | +0.4% |
| YTD | +17.5% | +48.9% | -31.4% | -3.5% |
| 1Y | +19.7% | +43.5% | -23.8% | 0.0% |
| 3Y | +77.4% | +86.9% | -9.5% | +28.4% |
| 5Y | +38.7% | +60.4% | -21.7% | +6.2% |
| 10Y | +193.5% | +260.7% | -67.2% | +49.4% |
| All | +193.5% | +267.5% | -74.0% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling