+32.8%
ES vs LH
+64.2%
-31.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.3% | -2.5% | +2.7% | +1.1% |
| 30D | -2.0% | +4.3% | -6.3% | -3.5% |
| 3M | +1.7% | +25.5% | -23.9% | -6.2% |
| 6M | -3.5% | +17.0% | -20.5% | -9.0% |
| YTD | +7.9% | +31.3% | -23.4% | -2.4% |
| 1Y | +17.2% | +20.0% | -2.8% | +9.0% |
| All | +32.8% | +64.2% | -31.4% | +5.5% |
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 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