+14.5%
FIX vs LH
+49.3%
-34.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.4% | +8.0% | +9.3% |
| 7D | -7.2% | +4.6% | -11.8% | -7.3% |
| 30D | -35.1% | +19.1% | -54.2% | -35.6% |
| 3M | -34.3% | +16.7% | -51.0% | -34.8% |
| 6M | -42.9% | +47.0% | -90.0% | -44.9% |
| YTD | +19.5% | +49.3% | -29.9% | +20.9% |
| All | +14.5% | +49.3% | -34.8% | +14.8% |
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