+25.5%
FLEX vs LH
+41.6%
-16.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | -32.6% | +18.0% | -50.6% | -33.6% |
| 3M | -35.5% | +15.7% | -51.2% | -36.4% |
| 6M | -45.6% | +46.6% | -92.2% | -46.3% |
| YTD | +30.7% | +49.5% | -18.8% | +26.1% |
| All | +25.5% | +41.6% | -16.1% | +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