+263.6%
EMR vs LH
+179.1%
+84.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.8% |
| 7D | -1.2% | -7.4% | +6.2% | +2.4% |
| 30D | -9.4% | -4.6% | -4.8% | -7.5% |
| 3M | +8.6% | +14.5% | -5.9% | +1.5% |
| 6M | +6.7% | +14.8% | -8.1% | -0.5% |
| YTD | +13.1% | +23.3% | -10.2% | +1.9% |
| 1Y | +12.7% | +13.6% | -0.9% | +5.1% |
| 3Y | +58.1% | +56.3% | +1.7% | +24.7% |
| 5Y | +63.6% | +25.2% | +38.4% | +40.8% |
| All | +263.6% | +179.1% | +84.5% | +98.8% |
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