+30,387.0%
LOW vs LH
+1,372.9%
+29,014.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -10.1% | +2.0% | -12.1% | -10.4% |
| 3M | -2.9% | +24.3% | -27.1% | -6.6% |
| 6M | -19.4% | +21.1% | -40.5% | -22.1% |
| YTD | -15.4% | +30.4% | -45.9% | -19.4% |
| 1Y | -24.9% | +18.4% | -43.3% | -27.3% |
| 3Y | -7.8% | +65.5% | -73.3% | -16.1% |
| 5Y | +8.4% | +29.9% | -21.5% | +2.5% |
| 10Y | +226.8% | +186.6% | +40.2% | +172.1% |
| All | +30,387.0% | +1,372.9% | +29,014.1% | +19,448.2% |
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 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