-26.9%
LEN vs LH
+63.5%
-90.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.1% |
| 7D | -3.4% | -3.2% | -0.2% | -1.7% |
| 30D | -5.7% | +0.1% | -5.8% | -5.7% |
| 3M | -12.2% | +18.6% | -30.9% | -20.1% |
| 6M | -18.3% | +17.9% | -36.2% | -25.5% |
| YTD | -20.2% | +28.9% | -49.1% | -30.7% |
| 1Y | -40.1% | +16.6% | -56.7% | -45.3% |
| All | -26.9% | +63.5% | -90.4% | -45.8% |
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