+318.5%
ESI vs LH
+261.9%
+56.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.5% | +1.1% | +4.5% | +5.0% |
| 30D | -7.8% | +16.7% | -24.5% | -15.3% |
| 3M | -15.0% | +15.1% | -30.1% | -21.6% |
| 6M | -24.9% | +46.3% | -71.2% | -39.8% |
| YTD | +33.2% | +48.8% | -15.5% | +5.7% |
| 1Y | +24.9% | +39.7% | -14.8% | +2.7% |
| 3Y | +77.8% | +87.0% | -9.3% | +21.2% |
| 5Y | +37.1% | +53.0% | -15.9% | +2.7% |
| All | +318.5% | +261.9% | +56.7% | +80.5% |
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