+1,091.6%
KEY vs LH
+1,585.8%
-494.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | -0.4% | +4.6% | -4.9% | -1.3% |
| 30D | +7.2% | +19.1% | -11.9% | +3.1% |
| 3M | -4.9% | +16.7% | -21.7% | -8.2% |
| 6M | +1.1% | +47.0% | -46.0% | -7.4% |
| YTD | +6.8% | +49.3% | -42.5% | -2.6% |
| 1Y | +23.3% | +48.6% | -25.3% | +12.5% |
| 3Y | +126.1% | +87.8% | +38.2% | +95.4% |
| 5Y | +15.2% | +65.0% | -49.8% | +2.3% |
| 10Y | +113.6% | +275.0% | -161.4% | +63.2% |
| All | +1,091.6% | +1,585.8% | -494.2% | +612.2% |
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