+1,060.6%
FLEX vs LH
+186.0%
+874.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | +7.0% | -0.8% | +7.8% | +7.4% |
| 30D | -5.8% | +2.0% | -7.8% | -7.0% |
| 3M | -24.2% | +24.3% | -48.5% | -33.4% |
| 6M | +90.8% | +21.1% | +69.7% | +69.5% |
| YTD | +89.2% | +30.4% | +58.7% | +60.1% |
| 1Y | +104.7% | +18.4% | +86.3% | +82.0% |
| 3Y | +478.1% | +65.5% | +412.6% | +307.8% |
| 5Y | +726.2% | +29.9% | +696.3% | +564.0% |
| 10Y | +1,060.6% | +186.6% | +874.0% | +453.7% |
| All | +1,060.6% | +186.0% | +874.6% | +453.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling