+585.7%
JPM vs LH
+179.1%
+406.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.6% |
| 7D | -2.3% | -7.4% | +5.1% | +0.9% |
| 30D | -2.3% | -4.6% | +2.2% | -0.4% |
| 3M | +14.9% | +14.5% | +0.4% | +7.8% |
| 6M | +23.6% | +14.8% | +8.8% | +15.6% |
| YTD | +11.3% | +23.3% | -12.0% | +0.4% |
| 1Y | +19.9% | +13.6% | +6.3% | +11.8% |
| 3Y | +162.6% | +56.3% | +106.2% | +107.0% |
| 5Y | +154.6% | +25.2% | +129.4% | +118.4% |
| All | +585.7% | +179.1% | +406.6% | +273.6% |
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 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