+43.5%
LH vs REPL
+175.2%
-131.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.2% |
| 7D | +4.8% | +12.7% | -7.9% | +5.0% |
| 30D | +18.8% | +73.5% | -54.7% | +19.7% |
| 3M | +15.7% | +70.3% | -54.6% | +16.6% |
| 6M | +46.7% | +472.0% | -425.3% | +53.0% |
| YTD | +48.9% | +139.5% | -90.6% | +59.1% |
| 1Y | +43.5% | +167.3% | -123.8% | +49.1% |
| All | +43.5% | +175.2% | -131.7% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling