+1,497.9%
META vs LH
+417.5%
+1,080.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -18.1% | +16.6% | -34.7% | -23.1% |
| 3M | +2.9% | +16.0% | -13.1% | -3.4% |
| 6M | +0.2% | +42.0% | -41.8% | -13.8% |
| YTD | -8.1% | +45.9% | -54.0% | -22.1% |
| 1Y | -4.5% | +46.4% | -50.9% | -19.3% |
| 3Y | +94.2% | +79.0% | +15.2% | +48.3% |
| 5Y | +79.1% | +62.3% | +16.8% | +40.7% |
| 10Y | +405.9% | +265.9% | +140.0% | +179.5% |
| All | +1,497.9% | +417.5% | +1,080.4% | +792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling