+24.3%
FFIV vs LH
+16.9%
+7.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.0% | +4.1% |
| 7D | +3.5% | -3.2% | +6.6% | +4.1% |
| 30D | -1.3% | +0.1% | -1.5% | -1.4% |
| 3M | +2.4% | +18.6% | -16.3% | -1.6% |
| 6M | +41.8% | +17.9% | +23.9% | +36.5% |
| YTD | +58.5% | +28.9% | +29.6% | +48.5% |
| 1Y | +24.3% | +16.6% | +7.7% | +21.6% |
| All | +24.3% | +16.9% | +7.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling