+277.0%
IR vs LH
+180.4%
+96.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -1.9% | -3.2% | +1.3% | -0.4% |
| 30D | -15.0% | +0.1% | -15.2% | -15.1% |
| 3M | -0.4% | +18.6% | -19.1% | -8.4% |
| 6M | -15.0% | +17.9% | -33.0% | -21.7% |
| YTD | -7.1% | +28.9% | -36.0% | -18.0% |
| 1Y | -7.5% | +16.6% | -24.2% | -14.7% |
| 3Y | +6.3% | +63.6% | -57.3% | -18.6% |
| 5Y | +37.3% | +30.0% | +7.3% | +16.0% |
| All | +277.0% | +180.4% | +96.6% | +123.0% |
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