+29.6%
KEY vs LH
+44.2%
-14.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.7% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +6.8% | +19.2% | -12.4% | +2.6% |
| 3M | -5.8% | +18.0% | -23.8% | -9.5% |
| 6M | +1.4% | +46.1% | -44.6% | -8.3% |
| YTD | +7.5% | +47.7% | -40.2% | -3.5% |
| 1Y | +29.6% | +47.2% | -17.6% | +15.4% |
| All | +29.6% | +44.2% | -14.6% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling