+141.8%
ED vs LH
+263.2%
-121.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +11.2% | +18.0% | -6.8% | +6.9% |
| 3M | +11.8% | +15.7% | -3.9% | +7.9% |
| 6M | +14.1% | +46.6% | -32.6% | +4.1% |
| YTD | +23.0% | +49.5% | -26.5% | +11.4% |
| 1Y | +23.7% | +40.2% | -16.5% | +13.6% |
| 3Y | +47.7% | +87.6% | -39.8% | +25.3% |
| 5Y | +82.6% | +59.3% | +23.3% | +58.9% |
| 10Y | +141.8% | +266.1% | -124.3% | +62.9% |
| All | +141.8% | +263.2% | -121.5% | +62.9% |
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