-31.8%
LVS vs LH
+44.2%
-76.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.6% | +5.2% |
| 7D | +13.4% | +2.1% | +11.3% | +12.6% |
| 30D | +12.2% | +19.2% | -7.0% | +6.0% |
| 3M | -10.7% | +18.0% | -28.8% | -15.5% |
| 6M | -19.8% | +46.1% | -65.9% | -29.6% |
| YTD | -35.8% | +47.7% | -83.5% | -43.7% |
| 1Y | -31.8% | +47.2% | -79.0% | -40.3% |
| All | -31.8% | +44.2% | -76.0% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling