-46.3%
IT vs LH
+28.2%
-74.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -9.1% | -3.2% | -6.0% | -7.7% |
| 30D | -12.2% | +0.1% | -12.3% | -12.1% |
| 3M | +7.8% | +18.6% | -10.8% | -0.1% |
| 6M | +2.0% | +17.9% | -15.9% | -5.4% |
| YTD | -32.7% | +28.9% | -61.7% | -40.4% |
| 1Y | -31.1% | +16.6% | -47.7% | -36.2% |
| 3Y | -52.1% | +63.6% | -115.6% | -62.8% |
| 5Y | -46.3% | +30.0% | -76.3% | -52.4% |
| All | -46.3% | +28.2% | -74.5% | -52.4% |
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 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