+365.6%
NDAQ vs LH
+179.1%
+186.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -0.6% |
| 7D | -6.8% | -7.4% | +0.6% | -3.9% |
| 30D | -3.2% | -4.6% | +1.4% | -1.4% |
| 3M | +6.5% | +14.5% | -8.0% | +0.6% |
| 6M | +5.7% | +14.8% | -9.1% | -0.4% |
| YTD | -4.6% | +23.3% | -27.9% | -13.2% |
| 1Y | -1.6% | +13.6% | -15.2% | -7.6% |
| 3Y | +86.4% | +56.3% | +30.1% | +51.2% |
| 5Y | +50.3% | +25.2% | +25.1% | +31.6% |
| All | +365.6% | +179.1% | +186.5% | +181.1% |
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