+110.8%
LH vs REPL
-9.7%
+120.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -3.2% | -9.6% | +6.4% | -2.9% |
| 30D | +0.1% | +5.7% | -5.6% | -0.1% |
| 3M | +18.6% | +56.4% | -37.7% | +15.6% |
| 6M | +17.9% | +67.4% | -49.5% | +11.1% |
| YTD | +28.9% | +48.7% | -19.7% | +21.8% |
| 1Y | +16.6% | +148.3% | -131.7% | +4.7% |
| 3Y | +63.6% | -26.7% | +90.2% | +42.0% |
| 5Y | +30.0% | -54.1% | +84.2% | +14.6% |
| All | +110.8% | -9.7% | +120.5% | +44.1% |
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