+8,714.3%
FIX vs LH
+6,702.3%
+2,011.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +17.0% | +2.5% | +14.5% | +16.4% |
| 30D | -30.6% | +18.7% | -49.3% | -33.4% |
| 3M | -35.0% | +15.3% | -50.4% | -37.3% |
| 6M | -44.0% | +45.4% | -89.3% | -48.9% |
| YTD | +21.1% | +49.5% | -28.4% | +9.7% |
| 1Y | +16.3% | +41.4% | -25.1% | +6.6% |
| 3Y | +507.4% | +87.6% | +419.8% | +417.3% |
| 5Y | +1,052.1% | +53.8% | +998.3% | +918.7% |
| 10Y | +3,650.8% | +266.2% | +3,384.7% | +2,658.2% |
| All | +8,714.3% | +6,702.3% | +2,011.9% | +5,130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling