+175.5%
FDX vs LH
+186.0%
-10.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | -1.4% | +2.0% | -3.4% | -2.3% |
| 3M | -4.5% | +24.3% | -28.8% | -13.6% |
| 6M | +9.4% | +21.1% | -11.6% | 0.0% |
| YTD | +36.0% | +30.4% | +5.6% | +20.1% |
| 1Y | +75.5% | +18.4% | +57.1% | +61.0% |
| 3Y | +62.8% | +65.5% | -2.7% | +26.4% |
| 5Y | +64.4% | +29.9% | +34.5% | +40.2% |
| 10Y | +175.5% | +186.6% | -11.2% | +54.3% |
| All | +175.5% | +186.0% | -10.5% | +54.3% |
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 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