+291.3%
IR vs LH
+185.5%
+105.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | -2.8% | -2.5% | -0.4% | -1.7% |
| 30D | -15.1% | +4.3% | -19.5% | -16.9% |
| 3M | +6.1% | +25.5% | -19.5% | -5.1% |
| 6M | -16.8% | +17.0% | -33.8% | -23.0% |
| YTD | -3.5% | +31.3% | -34.8% | -15.6% |
| 1Y | -3.5% | +20.0% | -23.5% | -12.2% |
| 3Y | +9.5% | +63.9% | -54.4% | -16.2% |
| 5Y | +45.1% | +30.9% | +14.2% | +22.2% |
| All | +291.3% | +185.5% | +105.8% | +129.4% |
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