+121.9%
KRE vs LH
+183.3%
-61.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | -1.8% | -4.7% | +2.9% | +0.5% |
| 30D | -4.5% | -3.5% | -1.0% | -3.0% |
| 3M | +2.7% | +17.7% | -15.0% | -5.9% |
| 6M | +16.9% | +15.8% | +1.1% | +7.7% |
| YTD | +15.4% | +25.1% | -9.7% | +1.7% |
| 1Y | +16.1% | +12.5% | +3.6% | +7.7% |
| 3Y | +85.7% | +59.8% | +26.0% | +41.1% |
| 5Y | +33.3% | +27.1% | +6.2% | +11.8% |
| All | +121.9% | +183.3% | -61.4% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling