+186.6%
LH vs FIVE
+475.1%
-288.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | -0.8% | +3.7% | -4.5% | -1.6% |
| 30D | +2.0% | +4.0% | -2.0% | +1.1% |
| 3M | +24.3% | +36.2% | -12.0% | +16.6% |
| 6M | +21.1% | +18.0% | +3.0% | +16.0% |
| YTD | +30.4% | +34.9% | -4.4% | +21.5% |
| 1Y | +18.4% | +67.9% | -49.5% | +4.9% |
| 3Y | +65.5% | +57.3% | +8.1% | +41.0% |
| 5Y | +29.9% | +39.5% | -9.7% | +9.4% |
| 10Y | +186.6% | +496.4% | -309.8% | +70.6% |
| All | +186.6% | +475.1% | -288.4% | +70.6% |
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