+20.5%
M vs LH
+28.2%
-7.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.7% |
| 7D | -4.1% | -3.2% | -0.9% | -2.6% |
| 30D | -13.6% | +0.1% | -13.8% | -13.7% |
| 3M | -2.3% | +18.6% | -20.9% | -10.1% |
| 6M | +21.9% | +17.9% | +4.0% | +12.2% |
| YTD | -0.6% | +28.9% | -29.5% | -12.8% |
| 1Y | +29.7% | +16.6% | +13.1% | +19.1% |
| 3Y | +107.3% | +63.6% | +43.7% | +57.2% |
| 5Y | +20.5% | +30.0% | -9.5% | -10.1% |
| All | +20.5% | +28.2% | -7.7% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling