+2,327.9%
NDAQ vs LH
+787.8%
+1,540.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -2.4% | -2.5% | 0.0% | -1.5% |
| 30D | +2.5% | +4.3% | -1.9% | +0.8% |
| 3M | +9.9% | +25.5% | -15.6% | +0.8% |
| 6M | +9.4% | +17.0% | -7.5% | +2.8% |
| YTD | +0.4% | +31.3% | -30.8% | -9.9% |
| 1Y | +4.0% | +20.0% | -15.9% | -3.8% |
| 3Y | +94.4% | +63.9% | +30.5% | +58.2% |
| 5Y | +56.7% | +30.9% | +25.9% | +36.7% |
| 10Y | +375.3% | +191.4% | +183.9% | +193.6% |
| All | +2,327.9% | +787.8% | +1,540.1% | +1,030.1% |
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 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