+16,580.0%
ECL vs LH
+1,587.6%
+14,992.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.3% | +1.2% | -3.5% | -2.4% |
| 30D | +8.3% | +18.0% | -9.7% | +5.7% |
| 3M | +8.4% | +15.7% | -7.2% | +6.1% |
| 6M | +23.3% | +46.6% | -23.4% | +16.5% |
| YTD | +18.2% | +49.5% | -31.3% | +11.3% |
| 1Y | +18.8% | +40.2% | -21.4% | +12.9% |
| 3Y | +78.5% | +87.6% | -9.1% | +62.4% |
| 5Y | +40.1% | +59.3% | -19.2% | +30.1% |
| 10Y | +196.5% | +266.1% | -69.6% | +147.2% |
| All | +16,580.0% | +1,587.6% | +14,992.4% | +11,798.0% |
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