+36.2%
EMB vs LH
+261.9%
-225.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +0.4% | +16.7% | -16.4% | -2.0% |
| 3M | -3.1% | +15.1% | -18.2% | -5.3% |
| 6M | -2.1% | +46.3% | -48.4% | -7.8% |
| YTD | -1.1% | +48.8% | -49.9% | -7.3% |
| 1Y | -0.1% | +39.7% | -39.8% | -5.4% |
| 3Y | +29.6% | +87.0% | -57.5% | +16.1% |
| 5Y | +7.2% | +53.0% | -45.8% | -1.9% |
| All | +36.2% | +261.9% | -225.7% | +7.6% |
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