+436.0%
META vs LH
+267.5%
+168.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.3% | +4.8% | -1.5% | +1.4% |
| 30D | -10.8% | +18.8% | -29.6% | -17.1% |
| 3M | +7.9% | +15.7% | -7.8% | +1.2% |
| 6M | +5.4% | +46.7% | -41.3% | -11.2% |
| YTD | -2.6% | +48.9% | -51.5% | -18.8% |
| 1Y | +1.9% | +43.5% | -41.6% | -13.8% |
| 3Y | +97.0% | +86.9% | +10.1% | +45.2% |
| 5Y | +97.6% | +60.4% | +37.2% | +53.4% |
| 10Y | +436.0% | +260.7% | +175.3% | +191.9% |
| All | +436.0% | +267.5% | +168.6% | +191.9% |
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