+167.0%
KEY vs LH
+186.0%
-19.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.4% |
| 7D | +2.7% | -0.8% | +3.6% | +3.3% |
| 30D | -3.2% | +2.0% | -5.2% | -4.5% |
| 3M | +1.0% | +24.3% | -23.3% | -12.3% |
| 6M | +11.9% | +21.1% | -9.2% | -1.5% |
| YTD | +8.7% | +30.4% | -21.7% | -9.1% |
| 1Y | +18.5% | +18.4% | +0.1% | +4.6% |
| 3Y | +124.0% | +65.5% | +58.5% | +55.3% |
| 5Y | +40.8% | +29.9% | +11.0% | +12.2% |
| 10Y | +167.0% | +186.6% | -19.6% | +20.8% |
| All | +167.0% | +186.0% | -19.0% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling