-35.6%
ELAN vs LH
+122.6%
-158.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.5% |
| 7D | -5.4% | -4.7% | -0.7% | -2.8% |
| 30D | +4.7% | -3.5% | +8.2% | +6.8% |
| 3M | -3.7% | +17.7% | -21.4% | -12.8% |
| 6M | -1.2% | +15.8% | -17.0% | -9.8% |
| YTD | +2.4% | +25.1% | -22.7% | -10.7% |
| 1Y | +23.4% | +12.5% | +10.9% | +13.9% |
| 3Y | +96.7% | +59.8% | +36.9% | +46.4% |
| 5Y | -30.6% | +27.1% | -57.7% | -42.1% |
| All | -35.6% | +122.6% | -158.3% | -65.7% |
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 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