+340.0%
IR vs LH
+223.9%
+116.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.5% | +4.8% | -3.3% | -0.7% |
| 30D | +9.0% | +18.8% | -9.8% | +0.2% |
| 3M | -0.9% | +15.7% | -16.5% | -8.0% |
| 6M | +13.4% | +46.7% | -33.3% | -6.2% |
| YTD | +8.5% | +48.9% | -40.5% | -11.0% |
| 1Y | +11.3% | +43.5% | -32.2% | -7.1% |
| 3Y | +26.0% | +86.9% | -60.9% | -9.7% |
| 5Y | +47.9% | +60.4% | -12.5% | +12.4% |
| All | +340.0% | +223.9% | +116.1% | +141.8% |
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 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