+260.7%
LH vs RY
+354.4%
-93.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.8% |
| 7D | +4.8% | -0.6% | +5.4% | +5.2% |
| 30D | +18.8% | +6.1% | +12.7% | +14.5% |
| 3M | +15.7% | -3.4% | +19.0% | +17.9% |
| 6M | +46.7% | +12.8% | +33.9% | +35.4% |
| YTD | +48.9% | +21.0% | +27.9% | +30.9% |
| 1Y | +43.5% | +40.5% | +3.0% | +14.4% |
| 3Y | +86.9% | +159.9% | -73.0% | -2.4% |
| 5Y | +60.4% | +125.0% | -64.6% | -9.1% |
| 10Y | +260.7% | +350.6% | -89.9% | +25.2% |
| All | +260.7% | +354.4% | -93.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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