+16.8%
F vs LH
+16.1%
+0.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.7% |
| 7D | +5.3% | -2.5% | +7.8% | +5.9% |
| 30D | +4.6% | +4.3% | +0.2% | +3.6% |
| 3M | -3.7% | +25.5% | -29.2% | -10.6% |
| 6M | +16.8% | +17.0% | -0.1% | +13.0% |
| All | +16.8% | +16.1% | +0.8% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling