+473.5%
M vs LH
+618.2%
-144.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.4% | +6.7% | +7.8% |
| 7D | +2.5% | +4.6% | -2.0% | +1.6% |
| 30D | +10.1% | +19.1% | -9.1% | +6.1% |
| 3M | -0.9% | +16.7% | -17.7% | -4.1% |
| 6M | +30.2% | +47.0% | -16.9% | +19.7% |
| YTD | +16.3% | +49.3% | -33.0% | +6.4% |
| 1Y | +27.0% | +48.6% | -21.7% | +16.3% |
| 3Y | +154.5% | +87.8% | +66.6% | +121.2% |
| 5Y | -1.1% | +65.0% | -66.1% | -11.9% |
| 10Y | +0.5% | +275.0% | -274.5% | -23.6% |
| All | +473.5% | +618.2% | -144.7% | +267.3% |
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