+144.5%
LH vs REPL
+37.4%
+107.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +2.5% | +9.8% | -7.3% | +2.2% |
| 30D | +18.7% | +81.5% | -62.8% | +16.6% |
| 3M | +15.3% | +44.2% | -28.9% | +13.9% |
| 6M | +45.4% | +437.4% | -392.0% | +34.1% |
| YTD | +49.5% | +126.1% | -76.6% | +39.3% |
| 1Y | +41.4% | +143.1% | -101.8% | +31.2% |
| 3Y | +87.6% | +97.8% | -10.2% | +51.6% |
| 5Y | +53.8% | -34.3% | +88.0% | +34.8% |
| All | +144.5% | +37.4% | +107.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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