+10,369.5%
LEN vs LH
+1,579.7%
+8,789.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.8% | +1.1% | -6.8% | -6.0% |
| 30D | +13.7% | +16.7% | -3.0% | +9.5% |
| 3M | -3.9% | +15.1% | -19.0% | -7.2% |
| 6M | -0.4% | +46.3% | -46.7% | -9.2% |
| YTD | -16.8% | +48.8% | -65.6% | -24.5% |
| 1Y | -29.5% | +39.7% | -69.2% | -35.0% |
| 3Y | -25.6% | +87.0% | -112.6% | -36.1% |
| 5Y | -13.2% | +53.0% | -66.2% | -22.2% |
| 10Y | +138.5% | +264.3% | -125.9% | +78.2% |
| All | +10,369.5% | +1,579.7% | +8,789.8% | +5,348.9% |
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