+103.3%
EMR vs LH
+86.5%
+16.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.8% | +1.1% | +1.8% | +2.4% |
| 30D | +3.7% | +16.7% | -13.1% | -2.5% |
| 3M | +2.0% | +15.1% | -13.1% | -3.7% |
| 6M | +22.1% | +46.3% | -24.2% | +3.9% |
| YTD | +27.2% | +48.8% | -21.5% | +7.7% |
| 1Y | +32.0% | +39.7% | -7.7% | +14.7% |
| 3Y | +103.3% | +87.0% | +16.2% | +56.5% |
| All | +103.3% | +86.5% | +16.8% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling