+1,244.2%
EWY vs LH
+2,180.7%
-936.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +8.0% | -0.8% | +8.9% | +8.3% |
| 30D | +14.3% | +2.0% | +12.3% | +13.6% |
| 3M | +2.3% | +24.3% | -22.0% | -4.9% |
| 6M | +49.9% | +21.1% | +28.8% | +40.3% |
| YTD | +95.3% | +30.4% | +64.9% | +78.4% |
| 1Y | +161.7% | +18.4% | +143.4% | +145.8% |
| 3Y | +230.2% | +65.5% | +164.7% | +174.7% |
| 5Y | +148.1% | +29.9% | +118.3% | +120.1% |
| 10Y | +293.2% | +186.6% | +106.5% | +160.6% |
| All | +1,244.2% | +2,180.7% | -936.6% | +545.7% |
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