-4.3%
M vs LH
+267.5%
-271.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +5.0% | +4.8% | +0.2% | +2.6% |
| 30D | +10.6% | +18.8% | -8.2% | +0.9% |
| 3M | +1.6% | +15.7% | -14.1% | -6.1% |
| 6M | +30.8% | +46.7% | -15.8% | +5.8% |
| YTD | +16.9% | +48.9% | -32.0% | -6.9% |
| 1Y | +26.3% | +43.5% | -17.2% | +2.7% |
| 3Y | +158.6% | +86.9% | +71.7% | +77.4% |
| 5Y | +2.1% | +60.4% | -58.3% | -25.2% |
| 10Y | -4.3% | +260.7% | -265.1% | -59.1% |
| All | -4.3% | +267.5% | -271.8% | -59.1% |
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