+1,344.7%
EME vs LH
+183.3%
+1,161.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +3.5% | -4.7% | +8.2% | +5.6% |
| 30D | -6.3% | -3.5% | -2.8% | -5.0% |
| 3M | -3.8% | +17.7% | -21.4% | -10.5% |
| 6M | +8.5% | +15.8% | -7.3% | +1.4% |
| YTD | +27.8% | +25.1% | +2.7% | +15.2% |
| 1Y | +22.2% | +12.5% | +9.7% | +14.7% |
| 3Y | +253.5% | +59.8% | +193.7% | +176.6% |
| 5Y | +578.6% | +27.1% | +551.6% | +480.0% |
| All | +1,344.7% | +183.3% | +1,161.4% | +733.2% |
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