+576.2%
FE vs LH
+6,840.8%
-6,264.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +1.9% | -2.5% | +4.4% | +2.3% |
| 30D | -1.2% | +4.3% | -5.5% | -1.8% |
| 3M | +3.5% | +25.5% | -22.0% | -0.2% |
| 6M | -6.1% | +17.0% | -23.0% | -8.5% |
| YTD | +7.6% | +31.3% | -23.7% | +2.9% |
| 1Y | +11.9% | +20.0% | -8.1% | +8.4% |
| 3Y | +48.4% | +63.9% | -15.4% | +36.4% |
| 5Y | +44.8% | +30.9% | +13.9% | +36.7% |
| 10Y | +115.9% | +191.4% | -75.5% | +79.4% |
| All | +576.2% | +6,840.8% | -6,264.6% | +378.8% |
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