+152.5%
JPM vs LH
+28.2%
+124.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | -1.4% | +0.1% | -1.6% | -1.5% |
| 3M | +13.9% | +18.6% | -4.7% | +7.3% |
| 6M | +23.5% | +17.9% | +5.6% | +16.4% |
| YTD | +11.6% | +28.9% | -17.3% | +1.6% |
| 1Y | +21.4% | +16.6% | +4.7% | +14.2% |
| 3Y | +163.4% | +63.6% | +99.9% | +114.8% |
| 5Y | +152.5% | +30.0% | +122.5% | +110.2% |
| All | +152.5% | +28.2% | +124.3% | +110.2% |
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