+303.5%
EWY vs LH
+183.3%
+120.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.7% |
| 7D | -0.1% | -4.7% | +4.6% | +1.7% |
| 30D | +7.3% | -3.5% | +10.8% | +8.7% |
| 3M | -5.1% | +17.7% | -22.8% | -10.9% |
| 6M | +42.1% | +15.8% | +26.3% | +34.0% |
| YTD | +94.1% | +25.1% | +69.0% | +77.8% |
| 1Y | +147.8% | +12.5% | +135.3% | +135.2% |
| 3Y | +222.9% | +59.8% | +163.2% | +163.2% |
| 5Y | +150.6% | +27.1% | +123.5% | +119.8% |
| All | +303.5% | +183.3% | +120.2% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling