-7.4%
LVS vs LH
+56.3%
-63.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +0.1% |
| 7D | -4.3% | -7.4% | +3.1% | -1.3% |
| 30D | -6.8% | -4.6% | -2.2% | -5.1% |
| 3M | -15.6% | +14.5% | -30.1% | -20.3% |
| 6M | -20.6% | +14.8% | -35.4% | -25.1% |
| YTD | -33.4% | +23.3% | -56.7% | -39.3% |
| 1Y | -20.1% | +13.6% | -33.7% | -24.8% |
| All | -7.4% | +56.3% | -63.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling