+282.0%
FITB vs LH
+179.1%
+102.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +3.1% |
| 7D | -1.0% | -7.4% | +6.4% | +3.6% |
| 30D | -5.5% | -4.6% | -0.9% | -3.0% |
| 3M | +4.1% | +14.5% | -10.4% | -4.8% |
| 6M | +18.7% | +14.8% | +3.9% | +8.2% |
| YTD | +18.2% | +23.3% | -5.1% | +2.6% |
| 1Y | +23.7% | +13.6% | +10.1% | +12.2% |
| 3Y | +130.8% | +56.3% | +74.4% | +67.1% |
| 5Y | +69.8% | +25.2% | +44.6% | +38.6% |
| All | +282.0% | +179.1% | +102.9% | +77.5% |
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