+3.7%
F vs LH
+44.2%
-40.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.1% |
| 7D | +6.0% | +2.1% | +3.9% | +5.5% |
| 30D | +4.3% | +19.2% | -14.9% | +0.8% |
| 3M | -10.1% | +18.0% | -28.1% | -13.1% |
| 6M | +12.8% | +46.1% | -33.3% | +1.3% |
| YTD | -0.1% | +47.7% | -47.8% | -10.9% |
| 1Y | +3.7% | +47.2% | -43.6% | -7.3% |
| All | +3.7% | +44.2% | -40.5% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling