+3,653.2%
FIX vs LH
+263.9%
+3,389.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.0% |
| 7D | -17.5% | +1.4% | -18.9% | -18.2% |
| 30D | -41.6% | +17.5% | -59.1% | -46.2% |
| 3M | -40.6% | +16.1% | -56.6% | -45.1% |
| 6M | -49.4% | +43.4% | -92.7% | -58.1% |
| YTD | +9.2% | +47.2% | -38.0% | -11.1% |
| 1Y | +6.5% | +50.1% | -43.7% | -14.4% |
| 3Y | +448.7% | +81.2% | +367.6% | +288.1% |
| 5Y | +948.7% | +63.7% | +885.0% | +662.7% |
| All | +3,653.2% | +263.9% | +3,389.3% | +1,552.6% |
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