+19.7%
ECL vs LH
+48.9%
-29.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +0.4% | +4.8% | -4.3% | -1.2% |
| 30D | +8.6% | +18.8% | -10.2% | +1.8% |
| 3M | +7.9% | +15.7% | -7.8% | +2.0% |
| 6M | +21.0% | +46.7% | -25.6% | +2.7% |
| YTD | +17.5% | +48.9% | -31.4% | -2.8% |
| 1Y | +19.7% | +43.5% | -23.8% | +1.3% |
| All | +19.7% | +48.9% | -29.3% | +1.3% |
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