+30.3%
EMB vs LH
+63.5%
-33.2%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | -0.3% | +18.6% | -18.9% | -2.2% |
| 6M | +0.7% | +17.9% | -17.2% | -1.2% |
| YTD | +1.3% | +28.9% | -27.7% | -1.8% |
| 1Y | +4.7% | +16.6% | -11.9% | +2.7% |
| All | +30.3% | +63.5% | -33.2% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling