+5,150.0%
FFIV vs LH
+6,320.3%
-1,170.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -1.0% | -2.5% | +1.5% | -0.1% |
| 30D | -5.1% | +4.3% | -9.4% | -6.6% |
| 3M | -4.5% | +25.5% | -30.0% | -12.3% |
| 6M | +36.5% | +17.0% | +19.5% | +28.2% |
| YTD | +53.0% | +31.3% | +21.7% | +37.7% |
| 1Y | +24.2% | +20.0% | +4.2% | +15.3% |
| 3Y | +137.2% | +63.9% | +73.3% | +94.1% |
| 5Y | +91.8% | +30.9% | +60.9% | +68.7% |
| 10Y | +215.2% | +191.4% | +23.8% | +99.5% |
| All | +5,150.0% | +6,320.3% | -1,170.2% | +979.7% |
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 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