+44.1%
IR vs LH
+62.5%
-18.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +3.7% | +1.4% | +2.2% | +3.0% |
| 30D | +7.4% | +17.5% | -10.1% | +0.4% |
| 3M | -5.9% | +16.1% | -22.0% | -11.9% |
| 6M | +5.6% | +43.4% | -37.8% | -9.8% |
| YTD | +4.8% | +47.2% | -42.4% | -11.4% |
| 1Y | +6.9% | +50.1% | -43.2% | -10.3% |
| 3Y | +27.6% | +81.2% | -53.6% | -3.3% |
| All | +44.1% | +62.5% | -18.4% | +12.6% |
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