-6.1%
M vs LH
+185.6%
-191.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | -4.1% | -3.2% | -0.9% | -2.4% |
| 30D | -13.6% | +0.1% | -13.8% | -13.7% |
| 3M | -2.3% | +18.6% | -20.9% | -11.2% |
| 6M | +21.9% | +17.9% | +4.0% | +10.8% |
| YTD | -0.6% | +28.9% | -29.5% | -14.3% |
| 1Y | +29.7% | +16.6% | +13.1% | +17.5% |
| 3Y | +107.3% | +63.6% | +43.7% | +53.1% |
| 5Y | +20.5% | +30.0% | -9.5% | -1.0% |
| 10Y | -6.1% | +191.9% | -198.0% | -57.1% |
| All | -6.1% | +185.6% | -191.7% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling