+81.0%
F vs LH
+259.5%
-178.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.1% |
| 7D | -0.6% | +4.6% | -5.2% | -2.8% |
| 30D | +2.9% | +19.1% | -16.2% | -5.8% |
| 3M | -9.5% | +16.7% | -26.2% | -16.5% |
| 6M | +4.0% | +47.0% | -43.0% | -15.1% |
| YTD | -1.3% | +49.3% | -50.6% | -20.3% |
| 1Y | -1.9% | +48.6% | -50.6% | -20.7% |
| 3Y | +53.5% | +87.8% | -34.4% | +7.4% |
| 5Y | -15.1% | +65.0% | -80.2% | -37.6% |
| 10Y | +81.0% | +275.0% | -194.0% | -13.4% |
| All | +81.0% | +259.5% | -178.5% | -13.4% |
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