+4,079.4%
FFIV vs LH
+7,099.6%
-3,020.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -8.1% | +1.4% | -9.6% | -8.6% |
| 30D | -33.4% | +17.5% | -50.9% | -37.7% |
| 3M | -24.7% | +16.1% | -40.8% | -29.4% |
| 6M | -8.8% | +43.4% | -52.2% | -21.1% |
| YTD | +21.8% | +47.2% | -25.4% | +4.1% |
| 1Y | +25.3% | +50.1% | -24.8% | +6.2% |
| 3Y | +101.2% | +81.2% | +20.0% | +57.4% |
| 5Y | +40.2% | +63.7% | -23.5% | +12.9% |
| 10Y | +129.0% | +269.2% | -140.2% | +32.5% |
| All | +4,079.4% | +7,099.6% | -3,020.2% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling