+152.2%
EWJ vs LH
+2,002.2%
-1,849.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +1.0% | -3.2% | +4.2% | +1.5% |
| 30D | +1.0% | +0.1% | +0.8% | +1.0% |
| 3M | +7.2% | +18.6% | -11.4% | +4.6% |
| 6M | +13.9% | +17.9% | -4.1% | +11.1% |
| YTD | +20.8% | +28.9% | -8.1% | +16.3% |
| 1Y | +26.4% | +16.6% | +9.7% | +23.3% |
| 3Y | +71.8% | +63.6% | +8.2% | +59.1% |
| 5Y | +49.9% | +30.0% | +19.9% | +42.4% |
| 10Y | +140.0% | +191.9% | -51.9% | +101.7% |
| All | +152.2% | +2,002.2% | -1,849.9% | +62.6% |
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