+3,188.9%
LII vs LH
+4,838.7%
-1,649.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.6% |
| 7D | -0.7% | -2.5% | +1.7% | 0.0% |
| 30D | -12.6% | +4.3% | -16.9% | -13.8% |
| 3M | -24.4% | +25.5% | -50.0% | -29.7% |
| 6M | -28.7% | +17.0% | -45.7% | -32.2% |
| YTD | -19.1% | +31.3% | -50.4% | -25.9% |
| 1Y | -29.7% | +20.0% | -49.7% | -33.9% |
| 3Y | +4.8% | +63.9% | -59.1% | -11.3% |
| 5Y | +24.6% | +30.9% | -6.3% | +12.4% |
| 10Y | +169.2% | +191.4% | -22.2% | +87.7% |
| All | +3,188.9% | +4,838.7% | -1,649.8% | +1,427.1% |
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 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