+18.7%
LHX vs LH
+27.0%
-8.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -4.3% | -4.7% | +0.4% | -3.2% |
| 30D | -15.1% | -3.5% | -11.7% | -14.5% |
| 3M | -21.0% | +17.7% | -38.7% | -24.3% |
| 6M | -32.0% | +15.8% | -47.8% | -34.7% |
| YTD | -15.3% | +25.1% | -40.4% | -20.3% |
| 1Y | -11.1% | +12.5% | -23.6% | -14.2% |
| 3Y | +54.0% | +59.8% | -5.8% | +35.9% |
| All | +18.7% | +27.0% | -8.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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