+6,438.2%
EW vs LH
+3,976.4%
+2,461.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -0.3% | -2.5% | +2.1% | +0.3% |
| 30D | +1.0% | +4.3% | -3.3% | -0.2% |
| 3M | +2.8% | +25.5% | -22.7% | -3.8% |
| 6M | +5.5% | +17.0% | -11.5% | +0.7% |
| YTD | +5.5% | +31.3% | -25.8% | -2.7% |
| 1Y | +11.0% | +20.0% | -8.9% | +4.8% |
| 3Y | +17.7% | +63.9% | -46.2% | +0.4% |
| 5Y | -25.7% | +30.9% | -56.6% | -33.0% |
| 10Y | +132.8% | +191.4% | -58.6% | +64.7% |
| All | +6,438.2% | +3,976.4% | +2,461.8% | +3,376.2% |
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