+55.4%
ES vs LH
+86.5%
-31.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | +7.6% | +16.7% | -9.2% | +2.3% |
| 3M | +0.5% | +15.1% | -14.6% | -4.1% |
| 6M | +7.6% | +46.3% | -38.7% | -5.5% |
| YTD | +10.2% | +48.8% | -38.5% | -4.1% |
| 1Y | +1.8% | +39.7% | -37.9% | -9.6% |
| 3Y | +55.4% | +87.0% | -31.7% | +16.0% |
| All | +55.4% | +86.5% | -31.1% | +16.0% |
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