+1,080.2%
KEYS vs LH
+305.8%
+774.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +4.4% | -0.8% | +5.3% | +4.8% |
| 30D | -2.2% | +2.0% | -4.2% | -3.1% |
| 3M | +0.5% | +24.3% | -23.7% | -8.8% |
| 6M | +22.4% | +21.1% | +1.3% | +12.0% |
| YTD | +64.1% | +30.4% | +33.6% | +45.4% |
| 1Y | +97.0% | +18.4% | +78.6% | +81.2% |
| 3Y | +152.0% | +65.5% | +86.6% | +98.3% |
| 5Y | +83.7% | +29.9% | +53.9% | +58.0% |
| 10Y | +997.9% | +186.6% | +811.2% | +534.3% |
| All | +1,080.2% | +305.8% | +774.5% | +479.1% |
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 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