+67.3%
ED vs LH
+28.2%
+39.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | +1.9% | +0.1% | +1.8% | +1.9% |
| 3M | +1.9% | +18.6% | -16.8% | -2.0% |
| 6M | -2.3% | +17.9% | -20.2% | -6.0% |
| YTD | +10.9% | +28.9% | -18.0% | +4.5% |
| 1Y | +14.5% | +16.6% | -2.1% | +10.1% |
| 3Y | +33.4% | +63.6% | -30.2% | +17.4% |
| 5Y | +67.3% | +30.0% | +37.3% | +49.3% |
| All | +67.3% | +28.2% | +39.1% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling