+84.2%
ES vs LH
+186.0%
-101.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -1.2% | +2.0% | -3.2% | -1.9% |
| 3M | +5.0% | +24.3% | -19.3% | -2.7% |
| 6M | -2.8% | +21.1% | -23.9% | -9.3% |
| YTD | +8.6% | +30.4% | -21.9% | -1.3% |
| 1Y | +18.9% | +18.4% | +0.6% | +11.4% |
| 3Y | +32.1% | +65.5% | -33.3% | +9.2% |
| 5Y | -5.1% | +29.9% | -34.9% | -16.3% |
| 10Y | +84.2% | +186.6% | -102.5% | +15.5% |
| All | +84.2% | +186.0% | -101.8% | +15.5% |
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