+12.2%
KEY vs LH
+62.5%
-50.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -1.3% | +1.4% | -2.7% | -2.0% |
| 30D | +5.1% | +17.5% | -12.4% | -3.1% |
| 3M | -7.1% | +16.1% | -23.2% | -14.1% |
| 6M | -4.4% | +43.4% | -47.7% | -21.1% |
| YTD | +4.0% | +47.2% | -43.2% | -15.9% |
| 1Y | +23.4% | +50.1% | -26.7% | -1.4% |
| 3Y | +113.9% | +81.2% | +32.8% | +49.0% |
| All | +12.2% | +62.5% | -50.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling