+280.1%
KEEL vs LH
+129.2%
+150.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -2.9% | -5.2% |
| 7D | +2.7% | -7.4% | +10.1% | +6.6% |
| 30D | +4.6% | -4.6% | +9.2% | +7.1% |
| 3M | -34.5% | +14.5% | -49.0% | -39.0% |
| 6M | +59.3% | +14.8% | +44.5% | +47.5% |
| YTD | +46.4% | +23.3% | +23.1% | +29.9% |
| 1Y | +96.6% | +13.6% | +83.0% | +81.3% |
| 3Y | +182.0% | +56.3% | +125.6% | +119.4% |
| 5Y | -38.2% | +25.2% | -63.4% | -48.0% |
| All | +280.1% | +129.2% | +150.9% | +246.1% |
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