+197.7%
EXC vs LH
+267.5%
-69.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.1% | +4.8% | -4.7% | -1.7% |
| 30D | +9.0% | +18.8% | -9.8% | +2.0% |
| 3M | +3.3% | +15.7% | -12.4% | -2.6% |
| 6M | +5.7% | +46.7% | -41.0% | -9.2% |
| YTD | +7.3% | +48.9% | -41.6% | -8.8% |
| 1Y | +2.9% | +43.5% | -40.5% | -11.4% |
| 3Y | +29.3% | +86.9% | -57.6% | -2.1% |
| 5Y | +40.1% | +60.4% | -20.3% | +10.8% |
| 10Y | +197.7% | +260.7% | -63.1% | +54.4% |
| All | +197.7% | +267.5% | -69.8% | +54.4% |
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