+445.8%
F vs LH
+1,588.1%
-1,142.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | +2.5% | -6.4% | -4.3% |
| 30D | -0.5% | +18.7% | -19.2% | -3.6% |
| 3M | -12.9% | +15.3% | -28.3% | -15.3% |
| 6M | +1.5% | +45.4% | -43.8% | -5.5% |
| YTD | -5.0% | +49.5% | -54.5% | -12.1% |
| 1Y | -7.3% | +41.4% | -48.7% | -13.3% |
| 3Y | +45.3% | +87.6% | -42.4% | +28.6% |
| 5Y | -15.8% | +53.8% | -69.5% | -22.9% |
| 10Y | +64.2% | +266.2% | -202.0% | +29.9% |
| All | +445.8% | +1,588.1% | -1,142.2% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling