+2,417.1%
MSCI vs LH
+475.0%
+1,942.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | +0.4% | -2.5% | +2.8% | +1.8% |
| 30D | +0.6% | +4.3% | -3.8% | -1.9% |
| 3M | -7.1% | +25.5% | -32.6% | -18.7% |
| 6M | +0.8% | +17.0% | -16.1% | -8.3% |
| YTD | +1.0% | +31.3% | -30.3% | -14.7% |
| 1Y | +4.3% | +20.0% | -15.7% | -7.8% |
| 3Y | +9.9% | +63.9% | -53.9% | -21.6% |
| 5Y | -6.8% | +30.9% | -37.6% | -24.4% |
| 10Y | +614.7% | +191.4% | +423.3% | +228.2% |
| All | +2,417.1% | +475.0% | +1,942.2% | +611.6% |
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