+834.9%
MSCI vs LH
+263.7%
+571.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.7% | +2.5% | -3.2% | -1.9% |
| 30D | +16.2% | +18.7% | -2.5% | +6.1% |
| 3M | +16.1% | +15.3% | +0.8% | +7.3% |
| 6M | +12.9% | +45.4% | -32.5% | -7.9% |
| YTD | +14.8% | +49.5% | -34.7% | -8.6% |
| 1Y | +13.8% | +41.4% | -27.6% | -6.7% |
| 3Y | +31.2% | +87.6% | -56.4% | -11.3% |
| 5Y | +5.6% | +53.8% | -48.2% | -20.8% |
| All | +834.9% | +263.7% | +571.3% | +323.8% |
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