+6,045.6%
IT vs LH
+956.3%
+5,089.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.3% |
| 7D | -6.0% | -2.5% | -3.6% | -5.5% |
| 30D | 0.0% | +4.3% | -4.3% | -0.8% |
| 3M | +13.1% | +25.5% | -12.5% | +7.9% |
| 6M | +11.7% | +17.0% | -5.3% | +8.2% |
| YTD | -26.1% | +31.3% | -57.4% | -30.2% |
| 1Y | -21.3% | +20.0% | -41.2% | -24.3% |
| 3Y | -46.7% | +63.9% | -110.6% | -52.2% |
| 5Y | -40.5% | +30.9% | -71.4% | -44.3% |
| 10Y | +103.9% | +191.4% | -87.5% | +62.3% |
| All | +6,045.6% | +956.3% | +5,089.4% | +3,591.7% |
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 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