+127.9%
EMB vs LH
+507.8%
-379.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | +1.5% | +18.0% | -16.4% | -0.7% |
| 3M | -1.6% | +15.7% | -17.3% | -3.5% |
| 6M | -1.5% | +46.6% | -48.1% | -6.5% |
| YTD | -0.1% | +49.5% | -49.5% | -5.5% |
| 1Y | +0.5% | +40.2% | -39.7% | -4.1% |
| 3Y | +30.2% | +87.6% | -57.4% | +18.7% |
| 5Y | +8.6% | +59.3% | -50.7% | +0.3% |
| 10Y | +36.9% | +266.1% | -229.2% | +11.7% |
| All | +127.9% | +507.8% | -379.8% | +69.1% |
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