+13.6%
LH vs RVTY
+43.1%
-29.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.8% |
| 7D | -7.4% | -7.4% | 0.0% | -5.7% |
| 30D | -4.6% | +4.5% | -9.1% | -5.6% |
| 3M | +14.5% | +19.5% | -5.0% | +9.5% |
| 6M | +14.8% | +34.1% | -19.3% | +6.1% |
| YTD | +23.3% | +25.3% | -2.0% | +15.0% |
| 1Y | +13.6% | +47.0% | -33.4% | +5.5% |
| All | +13.6% | +43.1% | -29.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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