+632.8%
LYB vs LH
+393.6%
+239.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.7% |
| 7D | +0.3% | -4.7% | +5.0% | +2.7% |
| 30D | +2.5% | -3.5% | +5.9% | +4.2% |
| 3M | +1.4% | +17.7% | -16.3% | -7.7% |
| 6M | -3.5% | +15.8% | -19.3% | -12.3% |
| YTD | +52.0% | +25.1% | +26.9% | +32.0% |
| 1Y | +22.1% | +12.5% | +9.6% | +12.3% |
| 3Y | -22.8% | +59.8% | -82.5% | -42.8% |
| 5Y | -3.4% | +27.1% | -30.4% | -20.7% |
| 10Y | +47.4% | +183.2% | -135.9% | -29.9% |
| All | +632.8% | +393.6% | +239.2% | +139.2% |
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