+41.2%
KEY vs LH
+31.5%
+9.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | +2.2% | -2.5% | +4.7% | +3.5% |
| 30D | -3.0% | +4.3% | -7.4% | -5.2% |
| 3M | +3.3% | +25.5% | -22.2% | -8.3% |
| 6M | +9.2% | +17.0% | -7.8% | +0.3% |
| YTD | +10.6% | +31.3% | -20.6% | -4.7% |
| 1Y | +20.4% | +20.0% | +0.4% | +8.2% |
| 3Y | +121.8% | +63.9% | +58.0% | +63.6% |
| All | +41.2% | +31.5% | +9.7% | +4.8% |
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 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