+238.2%
HL vs LH
+23.7%
+214.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.2% |
| 7D | -5.6% | -7.4% | +1.8% | -2.6% |
| 30D | +12.7% | -4.6% | +17.3% | +15.1% |
| 3M | +42.5% | +14.5% | +28.0% | +35.3% |
| 6M | -9.0% | +14.8% | -23.8% | -13.9% |
| YTD | +4.4% | +23.3% | -18.9% | -3.5% |
| 1Y | +82.7% | +13.6% | +69.1% | +73.7% |
| 3Y | +406.3% | +56.3% | +349.9% | +306.3% |
| 5Y | +238.2% | +25.2% | +213.0% | +169.2% |
| All | +238.2% | +23.7% | +214.5% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling