+304.3%
LH vs RNG
+309.1%
-4.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.7% | -0.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +2.0% | +11.4% | -9.4% | +0.5% |
| 3M | +24.3% | +72.1% | -47.8% | +15.3% |
| 6M | +21.1% | +67.9% | -46.9% | +11.8% |
| YTD | +30.4% | +144.3% | -113.9% | +13.4% |
| 1Y | +18.4% | +117.5% | -99.2% | +4.2% |
| 3Y | +65.5% | +123.9% | -58.4% | +40.7% |
| 5Y | +29.9% | -70.1% | +100.0% | +38.4% |
| 10Y | +186.6% | +215.9% | -29.2% | +110.0% |
| All | +304.3% | +309.1% | -4.8% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 all: compounded portfolio wealth divided by compounded RNG 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…
all analysis · Full analysis span regression · 6 months rolling