+12.5%
LH vs QSR
+28.6%
-16.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -4.7% | -4.0% | -0.7% | -3.9% |
| 30D | -3.5% | +2.8% | -6.2% | -4.0% |
| 3M | +17.7% | +5.1% | +12.6% | +16.3% |
| 6M | +15.8% | +8.8% | +7.0% | +13.2% |
| YTD | +25.1% | +14.8% | +10.3% | +21.1% |
| 1Y | +12.5% | +25.7% | -13.2% | +11.9% |
| All | +12.5% | +28.6% | -16.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling