+275.0%
LH vs FIVE
+596.6%
-321.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +0.4% |
| 7D | +4.6% | +6.2% | -1.6% | +3.3% |
| 30D | +19.1% | +18.2% | +0.9% | +15.4% |
| 3M | +16.7% | +3.8% | +12.9% | +15.5% |
| 6M | +47.0% | +13.7% | +33.3% | +42.2% |
| YTD | +49.3% | +34.7% | +14.6% | +39.0% |
| 1Y | +48.6% | +66.6% | -18.0% | +32.4% |
| 3Y | +87.8% | +44.3% | +43.6% | +63.8% |
| 5Y | +65.0% | +18.8% | +46.3% | +45.7% |
| 10Y | +275.0% | +569.2% | -294.2% | +126.7% |
| All | +275.0% | +596.6% | -321.6% | +126.7% |
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