+1,351.6%
ES vs LH
+1,382.1%
-30.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +0.3% | -2.5% | +2.7% | +0.5% |
| 30D | -2.0% | +4.3% | -6.3% | -2.4% |
| 3M | +1.7% | +25.5% | -23.9% | -0.7% |
| 6M | -3.5% | +17.0% | -20.5% | -5.1% |
| YTD | +7.9% | +31.3% | -23.4% | +4.9% |
| 1Y | +17.2% | +20.0% | -2.8% | +14.8% |
| 3Y | +29.3% | +63.9% | -34.6% | +22.7% |
| 5Y | -5.7% | +30.9% | -36.6% | -9.0% |
| 10Y | +85.2% | +191.4% | -106.2% | +65.5% |
| All | +1,351.6% | +1,382.1% | -30.4% | +1,015.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling