+47.1%
EQT vs LH
+183.3%
-136.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -2.0% | -4.7% | +2.7% | -0.5% |
| 30D | 0.0% | -3.5% | +3.5% | +1.1% |
| 3M | +5.9% | +17.7% | -11.8% | -0.1% |
| 6M | -14.8% | +15.8% | -30.6% | -19.4% |
| YTD | +1.8% | +25.1% | -23.3% | -6.7% |
| 1Y | +7.4% | +12.5% | -5.1% | +2.0% |
| 3Y | +33.6% | +59.8% | -26.1% | +10.5% |
| 5Y | +199.3% | +27.1% | +172.3% | +164.1% |
| All | +47.1% | +183.3% | -136.2% | -11.4% |
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