-38.2%
LEN vs LH
+20.0%
-58.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -3.2% | -2.5% | -0.7% | -2.0% |
| 30D | -4.9% | +4.3% | -9.2% | -6.9% |
| 3M | -8.5% | +25.5% | -34.0% | -18.5% |
| 6M | -20.7% | +17.0% | -37.6% | -27.0% |
| YTD | -17.4% | +31.3% | -48.7% | -27.9% |
| 1Y | -38.2% | +20.0% | -58.2% | -45.1% |
| All | -38.2% | +20.0% | -58.2% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling