+433.3%
META vs LH
+263.2%
+170.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -15.4% | +18.0% | -33.3% | -21.1% |
| 3M | +5.0% | +15.7% | -10.7% | -1.5% |
| 6M | +5.2% | +46.6% | -41.5% | -11.3% |
| YTD | -4.5% | +49.5% | -54.0% | -20.5% |
| 1Y | +0.6% | +40.2% | -39.6% | -14.0% |
| 3Y | +93.1% | +87.6% | +5.5% | +42.1% |
| 5Y | +93.7% | +59.3% | +34.4% | +50.8% |
| 10Y | +433.3% | +266.1% | +167.3% | +191.6% |
| All | +433.3% | +263.2% | +170.1% | +191.6% |
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