+2,105.4%
FIX vs LH
+31.5%
+2,074.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +6.0% | -2.5% | +8.5% | +6.8% |
| 30D | -7.2% | +4.3% | -11.6% | -8.5% |
| 3M | -15.9% | +25.5% | -41.4% | -22.0% |
| 6M | +12.7% | +17.0% | -4.2% | +7.0% |
| YTD | +72.8% | +31.3% | +41.5% | +57.6% |
| 1Y | +122.9% | +20.0% | +102.9% | +108.4% |
| 3Y | +774.3% | +63.9% | +710.5% | +613.0% |
| All | +2,105.4% | +31.5% | +2,074.0% | +1,796.5% |
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