+1,582.2%
EL vs LH
+1,734.4%
-152.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +0.8% | -2.5% | +3.2% | +1.2% |
| 30D | +19.8% | +4.3% | +15.5% | +19.1% |
| 3M | +25.7% | +25.5% | +0.2% | +21.1% |
| 6M | +5.4% | +17.0% | -11.5% | +2.8% |
| YTD | +0.2% | +31.3% | -31.1% | -4.2% |
| 1Y | +20.4% | +20.0% | +0.5% | +16.7% |
| 3Y | -32.1% | +63.9% | -96.0% | -37.4% |
| 5Y | -67.2% | +30.9% | -98.0% | -68.8% |
| 10Y | +31.7% | +191.4% | -159.6% | +10.8% |
| All | +1,582.2% | +1,734.4% | -152.1% | +1,122.5% |
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 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