+3,967.0%
EMR vs LH
+1,382.1%
+2,584.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -1.5% | -2.5% | +0.9% | -1.1% |
| 30D | -5.6% | +4.3% | -10.0% | -6.3% |
| 3M | +7.9% | +25.5% | -17.6% | +4.0% |
| 6M | +6.0% | +17.0% | -10.9% | +3.3% |
| YTD | +16.4% | +31.3% | -14.8% | +11.5% |
| 1Y | +16.6% | +20.0% | -3.4% | +13.1% |
| 3Y | +62.9% | +63.9% | -1.0% | +50.1% |
| 5Y | +60.1% | +30.9% | +29.2% | +52.0% |
| 10Y | +268.8% | +191.4% | +77.4% | +210.8% |
| All | +3,967.0% | +1,382.1% | +2,584.9% | +2,738.7% |
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 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