+84.1%
EWZ vs LH
+186.0%
-101.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | +5.6% | -0.8% | +6.4% | +6.0% |
| 30D | +9.3% | +2.0% | +7.3% | +8.3% |
| 3M | +15.7% | +24.3% | -8.6% | +4.7% |
| 6M | +7.4% | +21.1% | -13.6% | -1.8% |
| YTD | +22.7% | +30.4% | -7.8% | +8.1% |
| 1Y | +36.4% | +18.4% | +18.0% | +25.1% |
| 3Y | +50.4% | +65.5% | -15.1% | +15.3% |
| 5Y | +67.6% | +29.9% | +37.8% | +41.7% |
| 10Y | +84.1% | +186.6% | -102.6% | -3.0% |
| All | +84.1% | +186.0% | -101.9% | -3.0% |
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