+167.2%
LII vs LH
+186.0%
-18.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | +2.1% | -0.8% | +2.9% | +2.5% |
| 30D | -12.4% | +2.0% | -14.4% | -13.2% |
| 3M | -24.8% | +24.3% | -49.1% | -31.7% |
| 6M | -25.2% | +21.1% | -46.2% | -31.4% |
| YTD | -20.3% | +30.4% | -50.7% | -29.3% |
| 1Y | -32.9% | +18.4% | -51.3% | -38.2% |
| 3Y | +2.0% | +65.5% | -63.4% | -20.1% |
| 5Y | +24.4% | +29.9% | -5.4% | +6.8% |
| 10Y | +167.2% | +186.6% | -19.4% | +64.2% |
| All | +167.2% | +186.0% | -18.8% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling