+398.8%
HL vs LH
+56.3%
+342.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.5% |
| 7D | -5.6% | -7.4% | +1.8% | -3.1% |
| 30D | +12.7% | -4.6% | +17.3% | +14.8% |
| 3M | +42.5% | +14.5% | +28.0% | +37.2% |
| 6M | -9.0% | +14.8% | -23.8% | -12.6% |
| YTD | +4.4% | +23.3% | -18.9% | -1.1% |
| 1Y | +82.7% | +13.6% | +69.1% | +76.6% |
| All | +398.8% | +56.3% | +342.5% | +296.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling