+20.5%
EXC vs LH
+65.1%
-44.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +0.3% | -2.5% | +2.7% | +0.8% |
| 30D | -3.7% | +4.3% | -8.1% | -4.6% |
| 3M | -1.3% | +25.5% | -26.8% | -6.3% |
| 6M | -9.7% | +17.0% | -26.7% | -13.1% |
| YTD | +2.9% | +31.3% | -28.4% | -3.9% |
| 1Y | +4.4% | +20.0% | -15.6% | -0.5% |
| All | +20.5% | +65.1% | -44.6% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling