+59.4%
LH vs RY
+123.4%
-64.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | +16.7% | +5.0% | +11.7% | +14.3% |
| 3M | +15.1% | -5.3% | +20.4% | +17.8% |
| 6M | +46.3% | +13.8% | +32.5% | +37.5% |
| YTD | +48.8% | +21.0% | +27.8% | +35.6% |
| 1Y | +39.7% | +40.5% | -0.8% | +18.4% |
| 3Y | +87.0% | +159.7% | -72.6% | +15.9% |
| All | +59.4% | +123.4% | -64.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling