+67.0%
MAR vs LH
+63.5%
+3.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.5% | -3.2% | +2.7% | +0.6% |
| 30D | -4.7% | +0.1% | -4.8% | -4.7% |
| 3M | -15.6% | +18.6% | -34.2% | -20.6% |
| 6M | +1.2% | +17.9% | -16.7% | -4.7% |
| YTD | +7.5% | +28.9% | -21.4% | -1.7% |
| 1Y | +26.6% | +16.6% | +10.0% | +19.2% |
| All | +67.0% | +63.5% | +3.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling