+856.1%
EEM vs LH
+1,296.3%
-440.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +3.1% | -0.8% | +3.9% | +3.4% |
| 30D | +4.9% | +2.0% | +2.9% | +3.9% |
| 3M | +5.2% | +24.3% | -19.0% | -5.0% |
| 6M | +20.7% | +21.1% | -0.4% | +9.9% |
| YTD | +26.5% | +30.4% | -4.0% | +11.0% |
| 1Y | +37.8% | +18.4% | +19.5% | +25.9% |
| 3Y | +91.0% | +65.5% | +25.5% | +45.6% |
| 5Y | +47.0% | +29.9% | +17.2% | +22.6% |
| 10Y | +125.6% | +186.6% | -61.1% | +12.3% |
| All | +856.1% | +1,296.3% | -440.2% | +149.2% |
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