+206.5%
FITB vs LH
+261.9%
-55.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +2.8% | +1.1% | +1.7% | +2.1% |
| 30D | +9.8% | +16.7% | -7.0% | -0.6% |
| 3M | -5.2% | +15.1% | -20.2% | -13.7% |
| 6M | +17.3% | +46.3% | -29.0% | -8.5% |
| YTD | +19.3% | +48.8% | -29.5% | -8.6% |
| 1Y | +32.7% | +39.7% | -7.0% | +5.9% |
| 3Y | +141.6% | +87.0% | +54.5% | +54.6% |
| 5Y | +48.9% | +53.0% | -4.1% | +6.4% |
| All | +206.5% | +261.9% | -55.4% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling