+13.6%
ED vs LH
+11.8%
+1.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.1% |
| 7D | -1.9% | -7.4% | +5.5% | -0.5% |
| 30D | +0.1% | -4.6% | +4.7% | +0.9% |
| 3M | 0.0% | +14.5% | -14.5% | -3.1% |
| 6M | -2.5% | +14.8% | -17.3% | -5.7% |
| YTD | +10.1% | +23.3% | -13.2% | +4.5% |
| 1Y | +13.6% | +13.6% | 0.0% | +9.4% |
| All | +13.6% | +11.8% | +1.8% | +9.4% |
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