+89.2%
ES vs LH
+267.5%
-178.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +0.9% | +4.8% | -3.9% | -0.7% |
| 30D | +5.9% | +18.8% | -12.9% | -0.3% |
| 3M | -1.0% | +15.7% | -16.7% | -6.2% |
| 6M | +7.2% | +46.7% | -39.5% | -6.4% |
| YTD | +7.0% | +48.9% | -41.9% | -7.4% |
| 1Y | +0.5% | +43.5% | -43.0% | -12.0% |
| 3Y | +48.7% | +86.9% | -38.3% | +17.4% |
| 5Y | +1.9% | +60.4% | -58.5% | -16.6% |
| 10Y | +89.2% | +260.7% | -171.6% | +10.5% |
| All | +89.2% | +267.5% | -178.3% | +10.5% |
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