+25.7%
NDAQ vs LH
+41.3%
-15.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +18.0% | +16.7% | +1.2% | +14.8% |
| 3M | +11.5% | +15.1% | -3.6% | +8.9% |
| 6M | +21.1% | +46.3% | -25.2% | +14.4% |
| YTD | +12.8% | +48.8% | -36.0% | +4.4% |
| 1Y | +25.7% | +39.7% | -14.0% | +18.9% |
| All | +25.7% | +41.3% | -15.6% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling