+295.3%
ESI vs LH
+179.1%
+116.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -2.2% |
| 7D | -2.3% | -7.4% | +5.1% | +1.7% |
| 30D | -9.0% | -4.6% | -4.4% | -6.8% |
| 3M | -13.3% | +14.5% | -27.8% | -20.0% |
| 6M | +5.3% | +14.8% | -9.5% | -3.3% |
| YTD | +37.6% | +23.3% | +14.4% | +21.4% |
| 1Y | +33.6% | +13.6% | +20.0% | +22.7% |
| 3Y | +75.8% | +56.3% | +19.4% | +32.8% |
| 5Y | +68.6% | +25.2% | +43.4% | +41.3% |
| All | +295.3% | +179.1% | +116.2% | +95.4% |
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