+44.6%
FE vs LH
+80.4%
-35.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -1.0% | +1.4% | -2.5% | -1.3% |
| 30D | +4.1% | +17.5% | -13.4% | +0.7% |
| 3M | -1.0% | +16.1% | -17.1% | -4.1% |
| 6M | +4.0% | +43.4% | -39.4% | -3.9% |
| YTD | +6.8% | +47.2% | -40.4% | -2.2% |
| 1Y | +5.3% | +50.1% | -44.8% | -4.1% |
| 3Y | +44.6% | +81.2% | -36.6% | +21.2% |
| All | +44.6% | +80.4% | -35.8% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling