+32.4%
LNT vs LH
+23.7%
+8.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.4% |
| 7D | -1.1% | -7.4% | +6.3% | +1.1% |
| 30D | -1.9% | -4.6% | +2.7% | -0.7% |
| 3M | -7.2% | +14.5% | -21.7% | -11.0% |
| 6M | -3.9% | +14.8% | -18.7% | -8.1% |
| YTD | +5.9% | +23.3% | -17.4% | -1.1% |
| 1Y | +8.4% | +13.6% | -5.2% | +3.5% |
| 3Y | +46.6% | +56.3% | -9.7% | +25.4% |
| 5Y | +32.4% | +25.2% | +7.2% | +15.0% |
| All | +32.4% | +23.7% | +8.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling