+5,016.5%
KR vs LH
+1,355.8%
+3,660.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.2% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | -9.8% | +18.6% | -28.4% | -11.5% |
| 6M | -22.1% | +17.9% | -40.1% | -23.6% |
| YTD | -8.1% | +28.9% | -37.0% | -10.8% |
| 1Y | -14.7% | +16.6% | -31.3% | -16.3% |
| 3Y | +28.6% | +63.6% | -35.0% | +21.0% |
| 5Y | +36.4% | +30.0% | +6.4% | +30.9% |
| 10Y | +120.8% | +191.9% | -71.2% | +90.8% |
| All | +5,016.5% | +1,355.8% | +3,660.7% | +3,319.2% |
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