+13,388.1%
JPM vs LH
+1,579.7%
+11,808.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | +3.3% | +16.7% | -13.5% | -0.3% |
| 3M | -4.2% | +15.1% | -19.3% | -7.2% |
| 6M | +16.4% | +46.3% | -29.9% | +6.8% |
| YTD | +9.5% | +48.8% | -39.3% | -0.1% |
| 1Y | +14.0% | +39.7% | -25.7% | +5.5% |
| 3Y | +153.1% | +87.0% | +66.0% | +118.2% |
| 5Y | +134.9% | +53.0% | +81.9% | +110.2% |
| 10Y | +485.7% | +264.3% | +221.4% | +334.1% |
| All | +13,388.1% | +1,579.7% | +11,808.4% | +6,905.7% |
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