+22.3%
EL vs LH
+44.2%
-21.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.4% | +4.6% |
| 7D | +2.5% | +2.1% | +0.4% | +1.6% |
| 30D | +20.1% | +19.2% | +0.9% | +11.5% |
| 3M | +29.3% | +18.0% | +11.3% | +20.9% |
| 6M | +38.8% | +46.1% | -7.3% | +20.2% |
| YTD | +8.1% | +47.7% | -39.6% | -5.7% |
| 1Y | +22.3% | +47.2% | -24.9% | +5.5% |
| All | +22.3% | +44.2% | -21.9% | +5.5% |
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