+37.7%
KR vs LH
+58.7%
-21.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.6% |
| 7D | -0.2% | -4.7% | +4.5% | +0.3% |
| 30D | +5.1% | -3.5% | +8.5% | +5.4% |
| 3M | -8.2% | +17.7% | -25.8% | -9.7% |
| 6M | -18.0% | +15.8% | -33.8% | -19.3% |
| YTD | -4.8% | +25.1% | -29.9% | -7.2% |
| 1Y | -11.0% | +12.5% | -23.5% | -12.4% |
| 3Y | +37.7% | +59.8% | -22.1% | +29.3% |
| All | +37.7% | +58.7% | -21.0% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling