+72.2%
EQX vs LH
+27.0%
+45.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -3.2% | -4.7% | +1.5% | -1.5% |
| 30D | +7.8% | -3.5% | +11.2% | +9.3% |
| 3M | +21.3% | +17.7% | +3.6% | +15.3% |
| 6M | -22.4% | +15.8% | -38.2% | -26.0% |
| YTD | -11.3% | +25.1% | -36.4% | -17.2% |
| 1Y | +13.5% | +12.5% | +1.0% | +9.4% |
| 3Y | +162.1% | +59.8% | +102.4% | +116.3% |
| All | +72.2% | +27.0% | +45.2% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling