+196.7%
EXC vs LH
+261.9%
-65.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +8.6% | +16.7% | -8.2% | +2.2% |
| 3M | +2.4% | +15.1% | -12.7% | -3.2% |
| 6M | +6.5% | +46.3% | -39.9% | -8.4% |
| YTD | +9.0% | +48.8% | -39.7% | -7.3% |
| 1Y | +4.6% | +39.7% | -35.1% | -9.0% |
| 3Y | +33.5% | +87.0% | -53.5% | +1.1% |
| 5Y | +41.4% | +53.0% | -11.6% | +14.4% |
| All | +196.7% | +261.9% | -65.2% | +57.4% |
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