+22.6%
FITB vs LH
+20.0%
+2.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | -4.7% | +4.3% | -9.1% | -6.0% |
| 3M | +6.7% | +25.5% | -18.9% | -0.6% |
| 6M | +12.6% | +17.0% | -4.4% | +6.3% |
| YTD | +19.1% | +31.3% | -12.1% | +9.6% |
| 1Y | +22.6% | +20.0% | +2.7% | +13.3% |
| All | +22.6% | +20.0% | +2.6% | +13.3% |
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