+1,134.5%
KEY vs LH
+1,382.1%
-247.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +2.2% | -2.5% | +4.7% | +2.8% |
| 30D | -3.0% | +4.3% | -7.4% | -4.0% |
| 3M | +3.3% | +25.5% | -22.2% | -1.8% |
| 6M | +9.2% | +17.0% | -7.8% | +5.3% |
| YTD | +10.6% | +31.3% | -20.6% | +3.9% |
| 1Y | +20.4% | +20.0% | +0.4% | +15.1% |
| 3Y | +121.8% | +63.9% | +58.0% | +97.8% |
| 5Y | +41.1% | +30.9% | +10.3% | +31.7% |
| 10Y | +168.5% | +191.4% | -22.9% | +115.2% |
| All | +1,134.5% | +1,382.1% | -247.6% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling