+98.5%
FLEX vs LH
+20.0%
+78.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | -0.9% | -2.5% | +1.6% | -1.0% |
| 30D | -10.1% | +4.3% | -14.5% | -10.1% |
| 3M | -31.3% | +25.5% | -56.9% | -30.9% |
| 6M | +71.3% | +17.0% | +54.3% | +73.0% |
| YTD | +81.2% | +31.3% | +50.0% | +82.0% |
| 1Y | +98.5% | +20.0% | +78.5% | +103.0% |
| All | +98.5% | +20.0% | +78.5% | +103.0% |
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