+258.4%
LH vs FIVE
+514.1%
-255.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +18.0% | +17.4% | +0.6% | +14.4% |
| 3M | +15.7% | +7.0% | +8.7% | +13.9% |
| 6M | +46.6% | +20.5% | +26.2% | +40.4% |
| YTD | +49.5% | +33.1% | +16.4% | +39.4% |
| 1Y | +40.2% | +67.1% | -26.9% | +24.9% |
| 3Y | +87.6% | +41.9% | +45.7% | +64.2% |
| 5Y | +59.3% | +21.1% | +38.2% | +39.8% |
| All | +258.4% | +514.1% | -255.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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