+1,052.1%
FIX vs LH
+54.4%
+997.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +17.0% | +2.5% | +14.5% | +16.2% |
| 30D | -30.6% | +18.7% | -49.3% | -34.1% |
| 3M | -35.0% | +15.3% | -50.4% | -37.9% |
| 6M | -44.0% | +45.4% | -89.3% | -50.5% |
| YTD | +21.1% | +49.5% | -28.4% | +6.0% |
| 1Y | +16.3% | +41.4% | -25.1% | +3.6% |
| 3Y | +507.4% | +87.6% | +419.8% | +374.7% |
| 5Y | +1,052.1% | +53.8% | +998.3% | +824.0% |
| All | +1,052.1% | +54.4% | +997.7% | +824.0% |
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