+0.8%
META vs LH
+44.2%
-43.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.3% |
| 7D | +2.9% | +2.1% | +0.8% | +2.8% |
| 30D | -15.1% | +19.2% | -34.2% | -15.5% |
| 3M | +7.2% | +18.0% | -10.8% | +6.7% |
| 6M | +3.4% | +46.1% | -42.7% | -0.7% |
| YTD | -4.3% | +47.7% | -52.0% | -7.2% |
| 1Y | +0.8% | +47.2% | -46.5% | -3.9% |
| All | +0.8% | +44.2% | -43.5% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling