+162.1%
EQX vs LH
+58.7%
+103.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -3.2% | -4.7% | +1.5% | -2.0% |
| 30D | +7.8% | -3.5% | +11.2% | +8.9% |
| 3M | +21.3% | +17.7% | +3.6% | +17.7% |
| 6M | -22.4% | +15.8% | -38.2% | -24.6% |
| YTD | -11.3% | +25.1% | -36.4% | -14.4% |
| 1Y | +13.5% | +12.5% | +1.0% | +11.2% |
| 3Y | +162.1% | +59.8% | +102.4% | +130.3% |
| All | +162.1% | +58.7% | +103.5% | +130.3% |
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