+164.3%
EWY vs LH
+20.0%
+144.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.7% |
| 7D | +4.8% | -2.5% | +7.3% | +5.0% |
| 30D | +11.7% | +4.3% | +7.3% | +11.3% |
| 3M | -7.4% | +25.5% | -32.9% | -8.8% |
| 6M | +40.6% | +17.0% | +23.6% | +41.3% |
| YTD | +94.3% | +31.3% | +63.0% | +93.5% |
| 1Y | +164.3% | +20.0% | +144.3% | +165.8% |
| All | +164.3% | +20.0% | +144.3% | +165.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling