+2,385.0%
ELV vs LH
+810.1%
+1,574.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | -0.3% | -0.8% | +0.6% | +0.1% |
| 30D | +2.0% | +2.0% | 0.0% | +1.0% |
| 3M | -3.5% | +24.3% | -27.7% | -12.3% |
| 6M | +40.2% | +21.1% | +19.1% | +28.4% |
| YTD | +15.8% | +30.4% | -14.6% | +2.4% |
| 1Y | +33.2% | +18.4% | +14.8% | +22.3% |
| 3Y | -6.2% | +65.5% | -71.7% | -27.0% |
| 5Y | +16.4% | +29.9% | -13.4% | -1.2% |
| 10Y | +259.8% | +186.6% | +73.1% | +108.0% |
| All | +2,385.0% | +810.1% | +1,574.9% | +903.5% |
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