+5,892.0%
FIX vs LH
+191.0%
+5,701.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | +6.0% | -2.5% | +8.5% | +7.2% |
| 30D | -7.2% | +4.3% | -11.6% | -9.2% |
| 3M | -15.9% | +25.5% | -41.4% | -25.2% |
| 6M | +12.7% | +17.0% | -4.2% | +3.7% |
| YTD | +72.8% | +31.3% | +41.5% | +49.8% |
| 1Y | +122.9% | +20.0% | +102.9% | +100.3% |
| 3Y | +774.3% | +63.9% | +710.5% | +552.0% |
| 5Y | +2,049.5% | +30.9% | +2,018.6% | +1,674.4% |
| All | +5,892.0% | +191.0% | +5,701.0% | +2,859.3% |
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 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