+50.9%
LVS vs LH
+717.3%
-666.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +0.3% | -0.8% | +1.2% | +0.8% |
| 30D | -3.9% | +2.0% | -5.9% | -5.0% |
| 3M | -12.9% | +24.3% | -37.1% | -23.2% |
| 6M | -16.9% | +21.1% | -38.0% | -25.9% |
| YTD | -31.2% | +30.4% | -61.7% | -41.5% |
| 1Y | -16.4% | +18.4% | -34.8% | -25.1% |
| 3Y | -4.4% | +65.5% | -69.9% | -30.8% |
| 5Y | +6.7% | +29.9% | -23.2% | -14.0% |
| 10Y | +1.4% | +186.6% | -185.2% | -57.1% |
| All | +50.9% | +717.3% | -666.4% | -73.0% |
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 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