+2,970.8%
EXC vs LH
+1,382.1%
+1,588.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +0.3% | -2.5% | +2.7% | +0.6% |
| 30D | -3.7% | +4.3% | -8.1% | -4.2% |
| 3M | -1.3% | +25.5% | -26.8% | -3.7% |
| 6M | -9.7% | +17.0% | -26.7% | -11.3% |
| YTD | +2.9% | +31.3% | -28.4% | -0.2% |
| 1Y | +4.4% | +20.0% | -15.6% | +2.1% |
| 3Y | +22.2% | +63.9% | -41.7% | +15.3% |
| 5Y | +46.7% | +30.9% | +15.9% | +41.1% |
| 10Y | +155.3% | +191.4% | -36.0% | +126.4% |
| All | +2,970.8% | +1,382.1% | +1,588.7% | +2,315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling