+5.0%
LVS vs LH
+54.7%
-49.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | +10.0% | +16.7% | -6.7% | +3.7% |
| 3M | -11.0% | +15.1% | -26.1% | -15.8% |
| 6M | -20.1% | +46.3% | -66.5% | -31.2% |
| YTD | -36.3% | +48.8% | -85.1% | -45.6% |
| 1Y | -36.8% | +39.7% | -76.5% | -44.7% |
| 3Y | -9.5% | +87.0% | -96.6% | -29.1% |
| All | +5.0% | +54.7% | -49.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling