+75.8%
ESI vs LH
+28.2%
+47.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +3.9% | -3.2% | +7.1% | +5.4% |
| 30D | -3.8% | +0.1% | -3.9% | -3.9% |
| 3M | -13.1% | +18.6% | -31.8% | -20.2% |
| 6M | +11.3% | +17.9% | -6.6% | +2.4% |
| YTD | +44.1% | +28.9% | +15.2% | +26.9% |
| 1Y | +40.3% | +16.6% | +23.7% | +29.2% |
| 3Y | +84.1% | +63.6% | +20.5% | +40.9% |
| 5Y | +75.8% | +30.0% | +45.8% | +44.0% |
| All | +75.8% | +28.2% | +47.6% | +44.0% |
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 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