+256.9%
HL vs LH
+183.3%
+73.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.9% |
| 7D | -4.4% | -4.7% | +0.3% | -2.3% |
| 30D | +9.3% | -3.5% | +12.8% | +11.2% |
| 3M | +32.0% | +17.7% | +14.3% | +22.8% |
| 6M | -6.4% | +15.8% | -22.2% | -12.6% |
| YTD | +3.1% | +25.1% | -22.0% | -6.6% |
| 1Y | +77.6% | +12.5% | +65.1% | +67.9% |
| 3Y | +392.8% | +59.8% | +333.1% | +287.3% |
| 5Y | +234.1% | +27.1% | +207.0% | +186.6% |
| All | +256.9% | +183.3% | +73.6% | +114.1% |
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