+425.3%
M vs LH
+531.4%
-106.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | +4.7% | -2.5% | +7.2% | +5.3% |
| 30D | -9.6% | +4.3% | -14.0% | -10.5% |
| 3M | +0.9% | +25.5% | -24.7% | -4.1% |
| 6M | +22.3% | +17.0% | +5.3% | +18.0% |
| YTD | +6.5% | +31.3% | -24.7% | +0.2% |
| 1Y | +38.8% | +20.0% | +18.8% | +32.8% |
| 3Y | +115.9% | +63.9% | +52.0% | +93.2% |
| 5Y | +28.6% | +30.9% | -2.2% | +20.0% |
| 10Y | -2.5% | +191.4% | -193.9% | -22.5% |
| All | +425.3% | +531.4% | -106.1% | +245.7% |
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