-26.2%
LII vs LH
+44.2%
-70.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +2.7% |
| 7D | +7.9% | +2.1% | +5.8% | +7.4% |
| 30D | -0.6% | +19.2% | -19.8% | -5.7% |
| 3M | -19.3% | +18.0% | -37.4% | -23.5% |
| 6M | -29.8% | +46.1% | -75.9% | -39.0% |
| YTD | -25.4% | +47.7% | -73.1% | -35.2% |
| 1Y | -26.2% | +47.2% | -73.4% | -36.1% |
| All | -26.2% | +44.2% | -70.4% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling