+280.3%
EMR vs LH
+263.7%
+16.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +2.5% | +0.2% | +1.5% |
| 30D | +2.1% | +18.7% | -16.6% | -6.0% |
| 3M | +2.3% | +15.3% | -13.1% | -4.8% |
| 6M | +22.5% | +45.4% | -22.9% | +1.7% |
| YTD | +27.2% | +49.5% | -22.3% | +4.1% |
| 1Y | +28.0% | +41.4% | -13.4% | +7.6% |
| 3Y | +103.4% | +87.6% | +15.8% | +46.3% |
| 5Y | +88.2% | +53.8% | +34.4% | +46.2% |
| All | +280.3% | +263.7% | +16.6% | +87.1% |
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 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