+23.7%
FITB vs LH
+11.8%
+11.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.7% |
| 7D | -1.0% | -7.4% | +6.4% | +1.1% |
| 30D | -5.5% | -4.6% | -0.9% | -4.3% |
| 3M | +4.1% | +14.5% | -10.4% | -0.6% |
| 6M | +18.7% | +14.8% | +3.9% | +13.0% |
| YTD | +18.2% | +23.3% | -5.1% | +10.3% |
| 1Y | +23.7% | +13.6% | +10.1% | +16.0% |
| All | +23.7% | +11.8% | +11.9% | +16.0% |
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