+62,321.4%
EME vs LH
+1,138.9%
+61,182.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | -5.4% | +2.0% | -7.4% | -5.8% |
| 3M | -6.1% | +24.3% | -30.4% | -10.3% |
| 6M | +9.7% | +21.1% | -11.4% | +5.3% |
| YTD | +26.6% | +30.4% | -3.9% | +19.6% |
| 1Y | +24.6% | +18.4% | +6.3% | +19.7% |
| 3Y | +249.6% | +65.5% | +184.1% | +211.9% |
| 5Y | +556.6% | +29.9% | +526.7% | +510.4% |
| 10Y | +1,286.6% | +186.6% | +1,100.0% | +1,002.3% |
| All | +62,321.4% | +1,138.9% | +61,182.5% | +52,391.9% |
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 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