+72.2%
F vs LH
+267.5%
-195.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | -0.2% | +4.8% | -5.0% | -2.5% |
| 30D | +0.9% | +18.8% | -17.9% | -7.4% |
| 3M | -11.3% | +15.7% | -27.0% | -17.9% |
| 6M | +2.0% | +46.7% | -44.6% | -16.6% |
| YTD | -3.2% | +48.9% | -52.1% | -21.7% |
| 1Y | -3.5% | +43.5% | -46.9% | -20.5% |
| 3Y | +48.1% | +86.9% | -38.8% | +3.9% |
| 5Y | -13.5% | +60.4% | -73.9% | -35.4% |
| 10Y | +72.2% | +260.7% | -188.6% | -14.9% |
| All | +72.2% | +267.5% | -195.3% | -14.9% |
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