+39.3%
FFIV vs LH
+62.5%
-23.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -8.1% | +1.4% | -9.6% | -8.5% |
| 30D | -33.4% | +17.5% | -50.9% | -37.6% |
| 3M | -24.7% | +16.1% | -40.8% | -29.3% |
| 6M | -8.8% | +43.4% | -52.2% | -21.8% |
| YTD | +21.8% | +47.2% | -25.4% | +2.9% |
| 1Y | +25.3% | +50.1% | -24.8% | +4.7% |
| 3Y | +101.2% | +81.2% | +20.0% | +50.8% |
| All | +39.3% | +62.5% | -23.2% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling