-29.4%
EW vs LH
+31.3%
-60.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | -3.3% | +2.0% | -5.3% | -4.0% |
| 3M | +1.0% | +24.3% | -23.2% | -6.2% |
| 6M | +6.2% | +21.1% | -14.8% | -0.6% |
| YTD | +1.7% | +30.4% | -28.7% | -7.2% |
| 1Y | +8.1% | +18.4% | -10.3% | +1.5% |
| 3Y | +17.1% | +65.5% | -48.4% | -5.0% |
| 5Y | -29.4% | +29.9% | -59.2% | -35.4% |
| All | -29.4% | +31.3% | -60.6% | -35.4% |
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 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