+128.7%
KEY vs LH
+86.5%
+42.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +2.9% | +1.1% | +1.9% | +2.5% |
| 30D | +8.4% | +16.7% | -8.3% | +2.2% |
| 3M | -5.8% | +15.1% | -20.9% | -10.9% |
| 6M | +5.4% | +46.3% | -40.9% | -9.9% |
| YTD | +7.1% | +48.8% | -41.7% | -9.7% |
| 1Y | +26.8% | +39.7% | -12.9% | +10.0% |
| 3Y | +128.7% | +87.0% | +41.6% | +46.6% |
| All | +128.7% | +86.5% | +42.2% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling