+3,328.6%
FDX vs LH
+1,562.0%
+1,766.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -1.6% | +1.4% | -3.1% | -1.9% |
| 30D | +6.6% | +17.5% | -10.9% | +3.9% |
| 3M | -2.1% | +16.1% | -18.1% | -4.5% |
| 6M | +2.2% | +43.4% | -41.2% | -3.7% |
| YTD | +33.9% | +47.2% | -13.3% | +25.7% |
| 1Y | +50.2% | +50.1% | +0.1% | +40.5% |
| 3Y | +65.5% | +81.2% | -15.6% | +50.0% |
| 5Y | +74.1% | +63.7% | +10.3% | +59.4% |
| 10Y | +156.7% | +269.2% | -112.5% | +109.5% |
| All | +3,328.6% | +1,562.0% | +1,766.6% | +2,167.4% |
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