+117.8%
FFIV vs LH
+261.9%
-144.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -32.4% | +16.7% | -49.1% | -36.8% |
| 3M | -25.7% | +15.1% | -40.8% | -30.3% |
| 6M | -13.5% | +46.3% | -59.8% | -26.7% |
| YTD | +21.1% | +48.8% | -27.7% | +1.6% |
| 1Y | +29.4% | +39.7% | -10.3% | +11.4% |
| 3Y | +94.9% | +87.0% | +7.9% | +46.0% |
| 5Y | +34.7% | +53.0% | -18.3% | +8.1% |
| All | +117.8% | +261.9% | -144.1% | +19.1% |
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