+550.5%
EME vs LH
+23.7%
+526.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.4% |
| 7D | +0.9% | -7.4% | +8.3% | +3.0% |
| 30D | -8.4% | -4.6% | -3.8% | -7.3% |
| 3M | -3.6% | +14.5% | -18.1% | -7.3% |
| 6M | +3.6% | +14.8% | -11.2% | -0.6% |
| YTD | +22.5% | +23.3% | -0.7% | +15.0% |
| 1Y | +18.2% | +13.6% | +4.6% | +13.3% |
| 3Y | +238.4% | +56.3% | +182.0% | +186.1% |
| 5Y | +550.5% | +25.2% | +525.3% | +480.6% |
| All | +550.5% | +23.7% | +526.8% | +480.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling