+126.9%
FFIV vs LH
+267.5%
-140.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -4.2% | +4.8% | -9.0% | -5.8% |
| 30D | -33.9% | +18.8% | -52.7% | -38.7% |
| 3M | -22.6% | +15.7% | -38.3% | -27.6% |
| 6M | -10.4% | +46.7% | -57.0% | -24.1% |
| YTD | +24.3% | +48.9% | -24.6% | +4.2% |
| 1Y | +31.8% | +43.5% | -11.7% | +12.1% |
| 3Y | +99.5% | +86.9% | +12.6% | +49.5% |
| 5Y | +40.7% | +60.4% | -19.7% | +10.9% |
| 10Y | +126.9% | +260.7% | -133.8% | +24.4% |
| All | +126.9% | +267.5% | -140.6% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling