+5,470.8%
FLEX vs LH
+1,174.3%
+4,296.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -13.6% | +4.8% | -18.4% | -14.9% |
| 30D | -36.5% | +18.8% | -55.3% | -39.7% |
| 3M | -36.4% | +15.7% | -52.1% | -39.3% |
| 6M | -46.5% | +46.7% | -93.1% | -52.6% |
| YTD | +25.9% | +48.9% | -23.0% | +10.6% |
| 1Y | +19.6% | +43.5% | -23.9% | +6.2% |
| 3Y | +287.0% | +86.9% | +200.1% | +213.4% |
| 5Y | +466.6% | +60.4% | +406.2% | +378.0% |
| 10Y | +626.9% | +260.7% | +366.2% | +387.3% |
| All | +5,470.8% | +1,174.3% | +4,296.5% | +2,354.4% |
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