+271.2%
EW vs LH
+261.9%
+9.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.5% |
| 30D | +23.9% | +16.7% | +7.2% | +16.5% |
| 3M | +15.8% | +15.1% | +0.7% | +9.2% |
| 6M | +31.7% | +46.3% | -14.7% | +12.6% |
| YTD | +25.7% | +48.8% | -23.1% | +6.6% |
| 1Y | +24.4% | +39.7% | -15.3% | +8.1% |
| 3Y | +65.9% | +87.0% | -21.2% | +24.6% |
| 5Y | -7.6% | +53.0% | -60.6% | -25.4% |
| All | +271.2% | +261.9% | +9.4% | +84.4% |
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