+43.8%
EXC vs LH
+62.5%
-18.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | +10.0% | +17.5% | -7.5% | +5.4% |
| 3M | +1.6% | +16.1% | -14.4% | -2.4% |
| 6M | +3.3% | +43.4% | -40.1% | -6.3% |
| YTD | +7.6% | +47.2% | -39.6% | -3.6% |
| 1Y | +3.5% | +50.1% | -46.7% | -7.9% |
| 3Y | +27.7% | +81.2% | -53.5% | +5.7% |
| All | +43.8% | +62.5% | -18.7% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling