+3.6%
ES vs LH
+62.5%
-58.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.2% |
| 7D | +1.9% | +1.4% | +0.4% | +1.4% |
| 30D | +7.1% | +17.5% | -10.5% | +1.4% |
| 3M | -1.9% | +16.1% | -18.0% | -6.9% |
| 6M | +4.4% | +43.4% | -39.0% | -7.7% |
| YTD | +7.3% | +47.2% | -39.9% | -6.2% |
| 1Y | +2.1% | +50.1% | -48.0% | -11.5% |
| 3Y | +41.8% | +81.2% | -39.3% | +13.8% |
| All | +3.6% | +62.5% | -58.9% | -16.5% |
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 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