+60.4%
LH vs REPL
-35.6%
+96.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.8% |
| 7D | +1.4% | +22.8% | -21.3% | +1.3% |
| 30D | +17.5% | +63.8% | -46.3% | +17.0% |
| 3M | +16.1% | +68.1% | -52.1% | +15.5% |
| 6M | +43.4% | +528.5% | -485.1% | +39.8% |
| YTD | +47.2% | +122.4% | -75.2% | +44.9% |
| 1Y | +50.1% | +154.4% | -104.2% | +47.3% |
| 3Y | +81.2% | +68.0% | +13.2% | +66.6% |
| All | +60.4% | -35.6% | +96.0% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling