+53.9%
F vs LH
+31.5%
+22.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +2.1% |
| 7D | +5.3% | -2.5% | +7.8% | +6.6% |
| 30D | +4.6% | +4.3% | +0.2% | +2.4% |
| 3M | -3.7% | +25.5% | -29.2% | -14.3% |
| 6M | +16.8% | +17.0% | -0.1% | +7.6% |
| YTD | +15.3% | +31.3% | -16.0% | -0.1% |
| 1Y | +31.0% | +20.0% | +11.0% | +18.0% |
| 3Y | +45.4% | +63.9% | -18.4% | +8.0% |
| All | +53.9% | +31.5% | +22.5% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling