+1,449.6%
NET vs LH
+132.1%
+1,317.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -7.0% | -2.5% | -4.5% | -6.0% |
| 30D | -4.8% | +4.3% | -9.1% | -6.6% |
| 3M | +3.8% | +25.5% | -21.7% | -6.5% |
| 6M | +50.0% | +17.0% | +33.1% | +39.6% |
| YTD | +41.5% | +31.3% | +10.2% | +24.8% |
| 1Y | +32.8% | +20.0% | +12.9% | +21.4% |
| 3Y | +335.9% | +63.9% | +272.0% | +241.8% |
| 5Y | +113.8% | +30.9% | +83.0% | +78.9% |
| All | +1,449.6% | +132.1% | +1,317.5% | +1,148.9% |
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 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