+269.7%
LH vs RY
+360.9%
-91.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.7% |
| 7D | +1.4% | -0.9% | +2.3% | +2.0% |
| 30D | +17.5% | +5.9% | +11.6% | +13.5% |
| 3M | +16.1% | -4.3% | +20.3% | +19.0% |
| 6M | +43.4% | +12.1% | +31.2% | +32.8% |
| YTD | +47.2% | +20.3% | +26.9% | +29.9% |
| 1Y | +50.1% | +41.0% | +9.1% | +19.4% |
| 3Y | +81.2% | +157.5% | -76.4% | -4.9% |
| 5Y | +63.7% | +123.2% | -59.5% | -6.8% |
| All | +269.7% | +360.9% | -91.2% | +26.7% |
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