+12,471.5%
FIX vs LH
+5,872.3%
+6,599.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +6.0% | -2.5% | +8.5% | +6.6% |
| 30D | -7.2% | +4.3% | -11.6% | -8.2% |
| 3M | -15.9% | +25.5% | -41.4% | -20.4% |
| 6M | +12.7% | +17.0% | -4.2% | +8.4% |
| YTD | +72.8% | +31.3% | +41.5% | +61.6% |
| 1Y | +122.9% | +20.0% | +102.9% | +112.1% |
| 3Y | +774.3% | +63.9% | +710.5% | +668.8% |
| 5Y | +2,049.5% | +30.9% | +2,018.6% | +1,875.5% |
| 10Y | +5,821.5% | +191.4% | +5,630.1% | +4,464.9% |
| All | +12,471.5% | +5,872.3% | +6,599.2% | +7,604.4% |
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