+2,739.7%
MSCI vs LH
+554.0%
+2,185.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | +1.5% | +4.6% | -3.1% | -1.0% |
| 30D | +14.4% | +19.1% | -4.7% | +3.4% |
| 3M | +15.2% | +16.7% | -1.6% | +5.0% |
| 6M | +11.2% | +47.0% | -35.8% | -11.4% |
| YTD | +13.9% | +49.3% | -35.4% | -10.9% |
| 1Y | +12.5% | +48.6% | -36.1% | -11.9% |
| 3Y | +32.3% | +87.8% | -55.6% | -12.9% |
| 5Y | +4.9% | +65.0% | -60.2% | -26.0% |
| 10Y | +779.7% | +275.0% | +504.7% | +247.6% |
| All | +2,739.7% | +554.0% | +2,185.7% | +643.3% |
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