+23.5%
EL vs LH
+179.1%
-155.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -0.5% |
| 7D | -4.4% | -7.4% | +3.1% | -1.2% |
| 30D | +10.3% | -4.6% | +14.9% | +12.6% |
| 3M | +13.4% | +14.5% | -1.2% | +7.1% |
| 6M | +3.1% | +14.8% | -11.7% | -2.7% |
| YTD | -6.9% | +23.3% | -30.2% | -14.9% |
| 1Y | +11.9% | +13.6% | -1.7% | +5.5% |
| 3Y | -33.8% | +56.3% | -90.2% | -45.6% |
| 5Y | -69.0% | +25.2% | -94.2% | -72.6% |
| All | +23.5% | +179.1% | -155.6% | -20.7% |
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 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