+3,474.5%
FDX vs LH
+1,382.1%
+2,092.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.5% | -2.5% | -0.1% | -2.2% |
| 30D | +3.8% | +4.3% | -0.5% | +3.1% |
| 3M | -1.3% | +25.5% | -26.8% | -4.9% |
| 6M | +5.0% | +17.0% | -11.9% | +2.3% |
| YTD | +39.6% | +31.3% | +8.4% | +33.6% |
| 1Y | +81.1% | +20.0% | +61.2% | +75.5% |
| 3Y | +63.0% | +63.9% | -0.8% | +50.2% |
| 5Y | +65.6% | +30.9% | +34.8% | +57.0% |
| 10Y | +183.4% | +191.4% | -8.0% | +138.9% |
| All | +3,474.5% | +1,382.1% | +2,092.5% | +2,309.9% |
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