+86.4%
F vs LH
+186.0%
-99.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | +1.2% | -0.8% | +2.0% | +1.6% |
| 30D | +1.2% | +2.0% | -0.8% | +0.2% |
| 3M | -5.7% | +24.3% | -29.9% | -15.7% |
| 6M | +17.9% | +21.1% | -3.1% | +6.6% |
| YTD | +10.4% | +30.4% | -20.0% | -4.2% |
| 1Y | +25.3% | +18.4% | +7.0% | +13.5% |
| 3Y | +37.5% | +65.5% | -28.0% | +3.3% |
| 5Y | +46.5% | +29.9% | +16.7% | +22.2% |
| 10Y | +86.4% | +186.6% | -100.3% | -1.3% |
| All | +86.4% | +186.0% | -99.6% | -1.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling