+25.0%
FLEX vs LH
+44.2%
-19.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.9% | -16.2% | -12.7% |
| 7D | -17.0% | +2.1% | -19.1% | -17.0% |
| 30D | -33.8% | +19.2% | -53.0% | -34.5% |
| 3M | -39.0% | +18.0% | -57.0% | -39.6% |
| 6M | -15.9% | +46.1% | -62.0% | -16.3% |
| YTD | +27.8% | +47.7% | -19.8% | +27.1% |
| 1Y | +25.0% | +47.2% | -22.3% | +25.0% |
| All | +25.0% | +44.2% | -19.3% | +25.0% |
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 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