+47.4%
EWZ vs LH
+254.4%
-207.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -24.5% | +17.5% | -42.0% | -29.8% |
| 3M | -10.7% | +16.1% | -26.8% | -16.7% |
| 6M | -19.1% | +43.4% | -62.5% | -31.5% |
| YTD | +1.6% | +47.2% | -45.6% | -15.3% |
| 1Y | +4.3% | +50.1% | -45.8% | -13.9% |
| 3Y | +19.0% | +81.2% | -62.2% | -12.3% |
| 5Y | +57.7% | +63.7% | -6.0% | +18.9% |
| All | +47.4% | +254.4% | -207.0% | -20.0% |
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