+355.4%
LH vs FIVE
+868.1%
-512.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.3% |
| 7D | -2.5% | +4.3% | -6.7% | -3.2% |
| 30D | +4.3% | +12.5% | -8.2% | +2.1% |
| 3M | +25.5% | +31.2% | -5.7% | +19.4% |
| 6M | +17.0% | +14.4% | +2.6% | +13.2% |
| YTD | +31.3% | +33.9% | -2.6% | +23.4% |
| 1Y | +20.0% | +65.1% | -45.1% | +8.2% |
| 3Y | +63.9% | +49.0% | +14.9% | +43.6% |
| 5Y | +30.9% | +30.3% | +0.6% | +14.1% |
| 10Y | +191.4% | +481.1% | -289.7% | +89.1% |
| All | +355.4% | +868.1% | -512.8% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling