+92.6%
FFIV vs LH
+31.3%
+61.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -2.7% | +2.0% | -4.7% | -3.5% |
| 3M | -1.7% | +24.3% | -25.9% | -10.3% |
| 6M | +36.1% | +21.1% | +15.1% | +25.3% |
| YTD | +52.6% | +30.4% | +22.2% | +35.7% |
| 1Y | +21.5% | +18.4% | +3.1% | +12.5% |
| 3Y | +142.7% | +65.5% | +77.2% | +88.8% |
| 5Y | +92.6% | +29.9% | +62.7% | +66.7% |
| All | +92.6% | +31.3% | +61.3% | +66.7% |
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