+179.2%
LH vs RJF
+429.3%
-250.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.7% | -2.7% | -2.0% | -3.8% |
| 30D | -3.5% | -4.3% | +0.8% | -2.1% |
| 3M | +17.7% | +15.7% | +2.0% | +11.7% |
| 6M | +15.8% | +17.8% | -2.0% | +9.0% |
| YTD | +25.1% | +9.2% | +15.9% | +20.2% |
| 1Y | +12.5% | +2.8% | +9.7% | +10.2% |
| 3Y | +59.8% | +69.5% | -9.7% | +28.6% |
| 5Y | +27.1% | +105.9% | -78.9% | -7.9% |
| All | +179.2% | +429.3% | -250.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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