+336.0%
IR vs LH
+223.5%
+112.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.5% | +1.1% | +1.5% | +2.0% |
| 30D | +9.2% | +16.7% | -7.6% | +1.2% |
| 3M | +0.9% | +15.1% | -14.1% | -6.1% |
| 6M | +19.2% | +46.3% | -27.1% | -1.3% |
| YTD | +7.5% | +48.8% | -41.3% | -11.8% |
| 1Y | +11.7% | +39.7% | -28.0% | -5.5% |
| 3Y | +23.9% | +87.0% | -63.1% | -11.2% |
| 5Y | +46.4% | +53.0% | -6.6% | +14.0% |
| All | +336.0% | +223.5% | +112.4% | +139.7% |
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 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