+578.0%
FE vs LH
+7,683.3%
-7,105.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | 0.0% | +1.4% | -1.5% | -0.3% |
| 30D | +5.2% | +17.5% | -12.3% | +2.5% |
| 3M | 0.0% | +16.1% | -16.1% | -2.5% |
| 6M | +5.0% | +43.4% | -38.3% | -0.9% |
| YTD | +7.9% | +47.2% | -39.3% | +1.2% |
| 1Y | +6.3% | +50.1% | -43.8% | -0.6% |
| 3Y | +46.0% | +81.2% | -35.1% | +31.9% |
| 5Y | +45.6% | +63.7% | -18.1% | +32.8% |
| 10Y | +109.3% | +269.2% | -159.8% | +68.4% |
| All | +578.0% | +7,683.3% | -7,105.3% | +371.0% |
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