+605.8%
MSCI vs LH
+186.0%
+419.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -2.1% | -0.8% | -1.2% | -1.7% |
| 30D | -1.7% | +2.0% | -3.7% | -2.8% |
| 3M | -8.2% | +24.3% | -32.5% | -18.3% |
| 6M | -2.4% | +21.1% | -23.5% | -12.1% |
| YTD | -2.8% | +30.4% | -33.3% | -16.5% |
| 1Y | -2.7% | +18.4% | -21.0% | -12.4% |
| 3Y | +7.3% | +65.5% | -58.2% | -22.1% |
| 5Y | -11.4% | +29.9% | -41.3% | -26.9% |
| 10Y | +605.8% | +186.6% | +419.2% | +265.5% |
| All | +605.8% | +186.0% | +419.8% | +265.5% |
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