+224.6%
ESI vs LH
+302.6%
-78.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.7% |
| 7D | +3.3% | -2.5% | +5.8% | +4.7% |
| 30D | -5.9% | +4.3% | -10.2% | -8.2% |
| 3M | -14.1% | +25.5% | -39.6% | -25.2% |
| 6M | +6.6% | +17.0% | -10.4% | -3.5% |
| YTD | +45.0% | +31.3% | +13.8% | +22.7% |
| 1Y | +41.5% | +20.0% | +21.5% | +25.4% |
| 3Y | +78.8% | +63.9% | +14.9% | +29.6% |
| 5Y | +70.9% | +30.9% | +40.0% | +38.5% |
| 10Y | +317.1% | +191.4% | +125.7% | +87.1% |
| All | +224.6% | +302.6% | -78.0% | +28.7% |
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