+68.4%
FITB vs LH
+28.2%
+40.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -0.4% | -3.2% | +2.8% | +1.2% |
| 30D | -5.1% | +0.1% | -5.3% | -5.3% |
| 3M | +3.5% | +18.6% | -15.1% | -5.1% |
| 6M | +17.2% | +17.9% | -0.7% | +7.6% |
| YTD | +17.6% | +28.9% | -11.3% | +2.8% |
| 1Y | +23.4% | +16.6% | +6.7% | +12.9% |
| 3Y | +129.7% | +63.6% | +66.2% | +72.9% |
| 5Y | +68.4% | +30.0% | +38.4% | +29.4% |
| All | +68.4% | +28.2% | +40.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling