+463.8%
F vs LH
+1,562.0%
-1,098.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +1.6% | +1.4% | +0.1% | +1.3% |
| 30D | +2.6% | +17.5% | -14.9% | -0.4% |
| 3M | -8.8% | +16.1% | -24.9% | -11.4% |
| 6M | +4.6% | +43.4% | -38.7% | -2.4% |
| YTD | -1.9% | +47.2% | -49.1% | -8.9% |
| 1Y | -0.8% | +50.1% | -50.9% | -8.2% |
| 3Y | +43.5% | +81.2% | -37.7% | +27.8% |
| 5Y | -12.1% | +63.7% | -75.8% | -20.3% |
| 10Y | +83.6% | +269.2% | -185.5% | +45.2% |
| All | +463.8% | +1,562.0% | -1,098.2% | +257.3% |
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