+13,710.4%
JPM vs LH
+1,312.5%
+12,397.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.7% | -4.7% | +4.0% | +0.3% |
| 30D | -2.5% | -3.5% | +1.0% | -1.8% |
| 3M | +14.1% | +17.7% | -3.5% | +10.0% |
| 6M | +25.1% | +15.8% | +9.3% | +20.9% |
| YTD | +12.1% | +25.1% | -13.0% | +6.4% |
| 1Y | +18.8% | +12.5% | +6.3% | +15.2% |
| 3Y | +163.4% | +59.8% | +103.7% | +135.2% |
| 5Y | +156.5% | +27.1% | +129.5% | +139.1% |
| 10Y | +595.1% | +183.2% | +411.9% | +442.5% |
| All | +13,710.4% | +1,312.5% | +12,397.9% | +7,356.3% |
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