+3,553.2%
FIX vs LH
+261.9%
+3,291.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +9.4% | +1.1% | +8.4% | +9.0% |
| 30D | -27.8% | +16.7% | -44.5% | -33.2% |
| 3M | -35.6% | +15.1% | -50.6% | -40.1% |
| 6M | -45.2% | +46.3% | -91.6% | -55.1% |
| YTD | +19.5% | +48.8% | -29.3% | -3.2% |
| 1Y | +24.2% | +39.7% | -15.5% | +3.8% |
| 3Y | +494.2% | +87.0% | +407.1% | +312.5% |
| 5Y | +1,036.1% | +53.0% | +983.1% | +761.0% |
| All | +3,553.2% | +261.9% | +3,291.3% | +1,390.6% |
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