-3.3%
LVS vs LH
+183.3%
-186.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -3.5% | -4.7% | +1.2% | -1.6% |
| 30D | -6.2% | -3.5% | -2.8% | -4.9% |
| 3M | -14.8% | +17.7% | -32.5% | -20.6% |
| 6M | -20.9% | +15.8% | -36.6% | -25.7% |
| YTD | -33.0% | +25.1% | -58.1% | -39.4% |
| 1Y | -20.0% | +12.5% | -32.5% | -24.5% |
| 3Y | -6.9% | +59.8% | -66.7% | -24.8% |
| 5Y | +9.1% | +27.1% | -18.0% | -5.4% |
| All | -3.3% | +183.3% | -186.6% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling