+67.3%
F vs LH
+261.9%
-194.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | +1.1% | -4.2% | -3.6% |
| 30D | 0.0% | +16.7% | -16.7% | -7.4% |
| 3M | -13.2% | +15.1% | -28.3% | -19.4% |
| 6M | -10.2% | +46.3% | -56.5% | -26.5% |
| YTD | -4.9% | +48.8% | -53.7% | -23.1% |
| 1Y | -6.1% | +39.7% | -45.8% | -21.6% |
| 3Y | +46.0% | +87.0% | -41.1% | +2.3% |
| 5Y | -15.7% | +53.0% | -68.7% | -35.5% |
| All | +67.3% | +261.9% | -194.6% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling