+46.0%
FE vs LH
+54.7%
-8.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.2% | +1.1% | +0.2% | +1.0% |
| 30D | +4.5% | +16.7% | -12.2% | +0.5% |
| 3M | +1.3% | +15.1% | -13.7% | -2.3% |
| 6M | +8.7% | +46.3% | -37.7% | -1.7% |
| YTD | +9.2% | +48.8% | -39.6% | -2.0% |
| 1Y | +7.0% | +39.7% | -32.7% | -2.4% |
| 3Y | +51.4% | +87.0% | -35.7% | +25.4% |
| All | +46.0% | +54.7% | -8.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling