+571.3%
FE vs LH
+7,683.3%
-7,112.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -1.0% | +16.1% | -17.1% | -3.4% |
| 6M | +4.0% | +43.4% | -39.4% | -1.9% |
| YTD | +6.8% | +47.2% | -40.4% | +0.2% |
| 1Y | +5.3% | +50.1% | -44.8% | -1.5% |
| 3Y | +44.6% | +81.2% | -36.6% | +30.6% |
| 5Y | +44.2% | +63.7% | -19.5% | +31.5% |
| 10Y | +107.3% | +269.2% | -161.9% | +66.8% |
| All | +571.3% | +7,683.3% | -7,112.0% | +366.4% |
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