+64.7%
LH vs RJF
+71.0%
-6.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +0.1% | -2.0% | +2.2% | +0.6% |
| 3M | +18.6% | +16.3% | +2.3% | +14.0% |
| 6M | +17.9% | +16.9% | +1.0% | +13.0% |
| YTD | +28.9% | +10.4% | +18.5% | +24.5% |
| 1Y | +16.6% | +7.4% | +9.2% | +13.4% |
| All | +64.7% | +71.0% | -6.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling