+29.4%
FFIV vs LH
+41.3%
-11.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -0.5% | +1.1% | -1.6% | -0.4% |
| 30D | -32.4% | +16.7% | -49.1% | -30.9% |
| 3M | -25.7% | +15.1% | -40.8% | -23.9% |
| 6M | -13.5% | +46.3% | -59.8% | -15.9% |
| YTD | +21.1% | +48.8% | -27.7% | +17.8% |
| 1Y | +29.4% | +39.7% | -10.3% | +30.9% |
| All | +29.4% | +41.3% | -11.9% | +30.9% |
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