+14,991.4%
ECL vs LH
+1,382.1%
+13,609.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -2.6% | -2.5% | -0.2% | -2.3% |
| 30D | -2.2% | +4.3% | -6.5% | -2.8% |
| 3M | +10.1% | +25.5% | -15.4% | +6.5% |
| 6M | -5.7% | +17.0% | -22.7% | -7.9% |
| YTD | +7.0% | +31.3% | -24.3% | +2.7% |
| 1Y | +2.7% | +20.0% | -17.3% | -0.1% |
| 3Y | +57.7% | +63.9% | -6.1% | +46.4% |
| 5Y | +31.1% | +30.9% | +0.3% | +25.2% |
| 10Y | +150.9% | +191.4% | -40.5% | +115.3% |
| All | +14,991.4% | +1,382.1% | +13,609.4% | +10,880.0% |
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