+34,694.8%
LOW vs LH
+1,579.7%
+33,115.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | +21.7% | +16.7% | +5.0% | +18.3% |
| 3M | +5.0% | +15.1% | -10.1% | +2.3% |
| 6M | +4.6% | +46.3% | -41.7% | -2.4% |
| YTD | -3.5% | +48.8% | -52.3% | -10.3% |
| 1Y | +0.5% | +39.7% | -39.2% | -5.5% |
| 3Y | +24.8% | +87.0% | -62.2% | +11.0% |
| 5Y | +6.5% | +53.0% | -46.6% | -2.3% |
| 10Y | +294.6% | +264.3% | +30.2% | +216.4% |
| All | +34,694.8% | +1,579.7% | +33,115.0% | +21,669.6% |
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