+465.0%
JPM vs LH
+261.9%
+203.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.5% | +1.1% | +2.4% | +3.0% |
| 30D | +3.3% | +16.7% | -13.5% | -3.8% |
| 3M | -4.2% | +15.1% | -19.3% | -10.3% |
| 6M | +16.4% | +46.3% | -29.9% | -2.5% |
| YTD | +9.5% | +48.8% | -39.3% | -9.5% |
| 1Y | +14.0% | +39.7% | -25.7% | -3.0% |
| 3Y | +153.1% | +87.0% | +66.0% | +83.4% |
| 5Y | +134.9% | +53.0% | +81.9% | +83.7% |
| All | +465.0% | +261.9% | +203.1% | +181.9% |
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