+242.8%
FFIV vs LH
+185.6%
+57.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.0% | +4.3% |
| 7D | +3.5% | -3.2% | +6.6% | +4.7% |
| 30D | -1.3% | +0.1% | -1.5% | -1.5% |
| 3M | +2.4% | +18.6% | -16.3% | -4.6% |
| 6M | +41.8% | +17.9% | +23.9% | +32.2% |
| YTD | +58.5% | +28.9% | +29.6% | +42.3% |
| 1Y | +24.3% | +16.6% | +7.7% | +15.9% |
| 3Y | +152.0% | +63.6% | +88.5% | +101.9% |
| 5Y | +99.1% | +30.0% | +69.1% | +72.4% |
| 10Y | +242.8% | +191.9% | +50.8% | +118.0% |
| All | +242.8% | +185.6% | +57.1% | +118.0% |
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 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