+128.5%
EEM vs LH
+183.3%
-54.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -1.3% | -4.7% | +3.4% | +0.2% |
| 30D | +2.1% | -3.5% | +5.6% | +3.1% |
| 3M | +1.0% | +17.7% | -16.7% | -4.3% |
| 6M | +15.9% | +15.8% | +0.1% | +10.2% |
| YTD | +24.6% | +25.1% | -0.5% | +15.4% |
| 1Y | +32.3% | +12.5% | +19.8% | +26.4% |
| 3Y | +85.9% | +59.8% | +26.1% | +55.7% |
| 5Y | +45.4% | +27.1% | +18.3% | +29.5% |
| All | +128.5% | +183.3% | -54.8% | +43.9% |
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