+60.3%
HL vs LH
+1,372.9%
-1,312.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.0% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | +21.4% | +2.0% | +19.4% | +21.3% |
| 3M | +37.4% | +24.3% | +13.2% | +34.4% |
| 6M | +0.4% | +21.1% | -20.7% | -1.6% |
| YTD | +6.7% | +30.4% | -23.8% | +3.9% |
| 1Y | +102.4% | +18.4% | +84.0% | +98.9% |
| 3Y | +417.4% | +65.5% | +351.9% | +390.7% |
| 5Y | +243.3% | +29.9% | +213.5% | +232.1% |
| 10Y | +242.6% | +186.6% | +55.9% | +210.4% |
| All | +60.3% | +1,372.9% | -1,312.6% | +36.7% |
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