+152.5%
KRE vs LH
+534.0%
-381.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | +2.3% | -0.8% | +3.2% | +2.8% |
| 30D | -2.5% | +2.0% | -4.5% | -3.7% |
| 3M | +6.2% | +24.3% | -18.0% | -6.9% |
| 6M | +15.8% | +21.1% | -5.2% | +2.8% |
| YTD | +16.0% | +30.4% | -14.5% | -1.9% |
| 1Y | +16.2% | +18.4% | -2.2% | +3.5% |
| 3Y | +86.4% | +65.5% | +20.9% | +33.5% |
| 5Y | +33.0% | +29.9% | +3.1% | +7.6% |
| 10Y | +123.0% | +186.6% | -63.7% | -0.5% |
| All | +152.5% | +534.0% | -381.5% | -45.2% |
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