+7,705.3%
LHX vs LH
+1,355.8%
+6,349.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -3.7% | -3.2% | -0.5% | -3.2% |
| 30D | -13.2% | +0.1% | -13.3% | -13.2% |
| 3M | -18.4% | +18.6% | -37.0% | -20.7% |
| 6M | -32.0% | +17.9% | -49.9% | -33.8% |
| YTD | -13.6% | +28.9% | -42.6% | -17.3% |
| 1Y | -6.0% | +16.6% | -22.6% | -8.5% |
| 3Y | +57.9% | +63.6% | -5.6% | +45.0% |
| 5Y | +19.2% | +30.0% | -10.8% | +12.5% |
| 10Y | +232.3% | +191.9% | +40.3% | +172.6% |
| All | +7,705.3% | +1,355.8% | +6,349.5% | +4,667.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling