+62.0%
EW vs LH
+86.6%
-24.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | +12.3% | +4.6% | +7.7% | +11.1% |
| 30D | +22.9% | +19.1% | +3.8% | +18.1% |
| 3M | +16.7% | +16.7% | 0.0% | +12.6% |
| 6M | +31.0% | +47.0% | -16.1% | +19.7% |
| YTD | +22.8% | +49.3% | -26.5% | +12.2% |
| 1Y | +25.6% | +48.6% | -23.1% | +14.8% |
| 3Y | +62.0% | +87.8% | -25.9% | +35.8% |
| All | +62.0% | +86.6% | -24.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling