+3.8%
MSCI vs LH
+62.5%
-58.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | +15.4% | +17.5% | -2.1% | +7.2% |
| 3M | +13.4% | +16.1% | -2.6% | +5.7% |
| 6M | +10.9% | +43.4% | -32.5% | -6.6% |
| YTD | +13.0% | +47.2% | -34.2% | -7.0% |
| 1Y | +12.0% | +50.1% | -38.1% | -8.8% |
| 3Y | +34.1% | +81.2% | -47.1% | -5.8% |
| All | +3.8% | +62.5% | -58.7% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling