+40.5%
EEM vs LH
+20.0%
+20.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +2.3% | -2.5% | +4.8% | +2.4% |
| 30D | +4.5% | +4.3% | +0.2% | +4.3% |
| 3M | -0.1% | +25.5% | -25.6% | -1.2% |
| 6M | +16.9% | +17.0% | 0.0% | +16.6% |
| YTD | +26.2% | +31.3% | -5.0% | +24.9% |
| 1Y | +40.5% | +20.0% | +20.5% | +40.6% |
| All | +40.5% | +20.0% | +20.5% | +40.6% |
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