+60.2%
EMR vs LH
+65.4%
-5.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +3.1% | -0.8% | +3.9% | +3.4% |
| 30D | -3.5% | +2.0% | -5.5% | -4.3% |
| 3M | +9.8% | +24.3% | -14.5% | +0.2% |
| 6M | +10.8% | +21.1% | -10.3% | +2.2% |
| YTD | +15.9% | +30.4% | -14.5% | +3.8% |
| 1Y | +16.4% | +18.4% | -1.9% | +8.0% |
| All | +60.2% | +65.4% | -5.2% | +30.7% |
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