+90.1%
KEYS vs LH
+27.0%
+63.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.4% |
| 7D | +3.5% | -4.7% | +8.2% | +5.5% |
| 30D | -4.5% | -3.5% | -1.0% | -3.2% |
| 3M | -0.4% | +17.7% | -18.1% | -7.7% |
| 6M | +19.1% | +15.8% | +3.4% | +10.8% |
| YTD | +66.7% | +25.1% | +41.6% | +49.6% |
| 1Y | +96.5% | +12.5% | +84.0% | +84.5% |
| 3Y | +155.2% | +59.8% | +95.4% | +99.0% |
| All | +90.1% | +27.0% | +63.1% | +63.1% |
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