-7.8%
LII vs LH
+86.5%
-94.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +2.9% | +1.1% | +1.9% | +2.6% |
| 30D | +0.9% | +16.7% | -15.8% | -4.5% |
| 3M | -15.5% | +15.1% | -30.6% | -19.8% |
| 6M | -30.2% | +46.3% | -76.5% | -39.5% |
| YTD | -26.8% | +48.8% | -75.6% | -37.1% |
| 1Y | -25.3% | +39.7% | -65.0% | -34.2% |
| 3Y | -7.8% | +87.0% | -94.8% | -29.5% |
| All | -7.8% | +86.5% | -94.2% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling