+58.6%
ECL vs LH
+65.1%
-6.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -2.6% | -2.5% | -0.2% | -1.7% |
| 30D | -2.2% | +4.3% | -6.5% | -3.8% |
| 3M | +10.1% | +25.5% | -15.4% | +0.6% |
| 6M | -5.7% | +17.0% | -22.7% | -11.6% |
| YTD | +7.0% | +31.3% | -24.3% | -4.1% |
| 1Y | +2.7% | +20.0% | -17.3% | -5.0% |
| All | +58.6% | +65.1% | -6.5% | +30.7% |
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 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