+425.7%
META vs LH
+259.5%
+166.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.5% |
| 7D | +5.7% | +4.6% | +1.1% | +3.8% |
| 30D | -10.8% | +19.1% | -29.9% | -17.1% |
| 3M | +8.4% | +16.7% | -8.3% | +1.3% |
| 6M | +5.4% | +47.0% | -41.7% | -11.2% |
| YTD | -2.6% | +49.3% | -51.9% | -18.8% |
| 1Y | +3.5% | +48.6% | -45.1% | -13.7% |
| 3Y | +102.0% | +87.8% | +14.2% | +48.8% |
| 5Y | +93.1% | +65.0% | +28.0% | +48.2% |
| 10Y | +425.7% | +275.0% | +150.7% | +195.6% |
| All | +425.7% | +259.5% | +166.2% | +195.6% |
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