+89.2%
IT vs LH
+261.9%
-172.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | -1.8% | +16.7% | -18.6% | -9.2% |
| 3M | +4.8% | +15.1% | -10.3% | -2.3% |
| 6M | +33.0% | +46.3% | -13.3% | +10.5% |
| YTD | -23.8% | +48.8% | -72.6% | -37.6% |
| 1Y | -16.5% | +39.7% | -56.2% | -29.5% |
| 3Y | -53.6% | +87.0% | -140.7% | -66.6% |
| 5Y | -42.1% | +53.0% | -95.1% | -54.7% |
| All | +89.2% | +261.9% | -172.7% | -9.9% |
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