+2,440.3%
ED vs LH
+1,382.1%
+1,058.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -0.2% | -2.5% | +2.3% | 0.0% |
| 30D | -0.1% | +4.3% | -4.5% | -0.5% |
| 3M | +3.9% | +25.5% | -21.6% | +2.1% |
| 6M | -3.0% | +17.0% | -20.0% | -4.2% |
| YTD | +10.7% | +31.3% | -20.6% | +8.4% |
| 1Y | +13.3% | +20.0% | -6.6% | +11.6% |
| 3Y | +34.5% | +63.9% | -29.4% | +29.2% |
| 5Y | +67.1% | +30.9% | +36.3% | +62.5% |
| 10Y | +103.0% | +191.4% | -88.3% | +85.7% |
| All | +2,440.3% | +1,382.1% | +1,058.2% | +2,022.1% |
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