+39.7%
LVS vs LH
+832.1%
-792.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | -0.8% | +1.1% | -1.9% | -1.5% |
| 30D | +10.0% | +16.7% | -6.7% | +0.4% |
| 3M | -11.0% | +15.1% | -26.1% | -18.3% |
| 6M | -20.1% | +46.3% | -66.5% | -36.4% |
| YTD | -36.3% | +48.8% | -85.1% | -50.0% |
| 1Y | -36.8% | +39.7% | -76.5% | -48.6% |
| 3Y | -9.5% | +87.0% | -96.6% | -39.0% |
| 5Y | +9.3% | +53.0% | -43.7% | -19.9% |
| 10Y | -11.0% | +264.3% | -275.3% | -67.7% |
| All | +39.7% | +832.1% | -792.4% | -76.9% |
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