+462.9%
META vs LH
+261.9%
+201.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +5.2% | +1.1% | +4.1% | +4.7% |
| 30D | -13.0% | +16.7% | -29.7% | -18.6% |
| 3M | +7.9% | +15.1% | -7.2% | +1.4% |
| 6M | +4.2% | +46.3% | -42.1% | -12.1% |
| YTD | -2.5% | +48.8% | -51.3% | -18.8% |
| 1Y | +5.6% | +39.7% | -34.1% | -9.7% |
| 3Y | +96.8% | +87.0% | +9.8% | +44.8% |
| 5Y | +90.0% | +53.0% | +37.0% | +50.2% |
| All | +462.9% | +261.9% | +201.1% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling