+5,008.9%
FLEX vs LH
+1,159.5%
+3,849.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | -19.3% | +1.4% | -20.7% | -19.8% |
| 30D | -41.5% | +17.5% | -59.0% | -44.4% |
| 3M | -43.1% | +16.1% | -59.2% | -45.7% |
| 6M | -48.2% | +43.4% | -91.6% | -53.9% |
| YTD | +15.5% | +47.2% | -31.7% | +1.8% |
| 1Y | +10.2% | +50.1% | -39.9% | -3.6% |
| 3Y | +256.8% | +81.2% | +175.7% | +191.6% |
| 5Y | +408.2% | +63.7% | +344.5% | +325.9% |
| 10Y | +580.9% | +269.2% | +311.7% | +353.6% |
| All | +5,008.9% | +1,159.5% | +3,849.4% | +2,157.8% |
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