-1.1%
META vs LH
+49.6%
-50.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | -15.4% | +17.5% | -32.9% | -15.6% |
| 3M | +3.5% | +16.1% | -12.5% | +3.2% |
| 6M | -0.3% | +43.4% | -43.6% | -3.6% |
| YTD | -7.3% | +47.2% | -54.5% | -9.4% |
| 1Y | -1.1% | +50.1% | -51.2% | -4.1% |
| All | -1.1% | +49.6% | -50.6% | -4.1% |
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