+2,666.5%
NDAQ vs LH
+907.2%
+1,759.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.9% | +4.8% | -1.9% | +1.1% |
| 30D | +17.5% | +18.8% | -1.3% | +10.0% |
| 3M | +15.4% | +15.7% | -0.2% | +9.0% |
| 6M | +24.6% | +46.7% | -22.1% | +7.5% |
| YTD | +14.4% | +48.9% | -34.5% | -2.4% |
| 1Y | +26.9% | +43.5% | -16.5% | +9.7% |
| 3Y | +119.8% | +86.9% | +32.9% | +70.1% |
| 5Y | +70.5% | +60.4% | +10.1% | +37.6% |
| 10Y | +475.8% | +260.7% | +215.1% | +229.1% |
| All | +2,666.5% | +907.2% | +1,759.3% | +1,125.0% |
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