+188.4%
LH vs RY
+375.2%
-186.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -2.5% | +3.1% | -5.6% | -4.3% |
| 30D | +4.3% | -0.3% | +4.7% | +4.4% |
| 3M | +25.5% | +8.7% | +16.9% | +18.7% |
| 6M | +17.0% | +28.5% | -11.6% | -0.7% |
| YTD | +31.3% | +25.1% | +6.2% | +13.1% |
| 1Y | +20.0% | +46.3% | -26.3% | -6.7% |
| 3Y | +63.9% | +154.9% | -91.1% | -13.4% |
| 5Y | +30.9% | +140.3% | -109.4% | -29.2% |
| All | +188.4% | +375.2% | -186.8% | -7.2% |
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