+32.3%
EEM vs LH
+14.9%
+17.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -1.3% | -4.7% | +3.4% | -1.0% |
| 30D | +2.1% | -3.5% | +5.6% | +2.3% |
| 3M | +1.0% | +17.7% | -16.7% | +0.5% |
| 6M | +15.9% | +15.8% | +0.1% | +15.6% |
| YTD | +24.6% | +25.1% | -0.5% | +23.9% |
| 1Y | +32.3% | +12.5% | +19.8% | +32.7% |
| All | +32.3% | +14.9% | +17.4% | +32.7% |
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