+53.8%
NDAQ vs LH
+31.3%
+22.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.6% | -0.8% | -1.7% | -2.3% |
| 30D | +0.5% | +2.0% | -1.5% | -0.3% |
| 3M | +9.9% | +24.3% | -14.3% | +1.6% |
| 6M | +8.2% | +21.1% | -12.9% | +0.8% |
| YTD | -1.5% | +30.4% | -31.9% | -11.2% |
| 1Y | +1.3% | +18.4% | -17.1% | -5.4% |
| 3Y | +92.6% | +65.5% | +27.1% | +56.5% |
| 5Y | +53.8% | +29.9% | +24.0% | +38.7% |
| All | +53.8% | +31.3% | +22.6% | +38.7% |
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