+1,381.0%
NET vs LH
+161.1%
+1,219.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -4.2% |
| 7D | -16.4% | +2.1% | -18.5% | -17.1% |
| 30D | -25.8% | +19.2% | -45.0% | -31.5% |
| 3M | -11.5% | +18.0% | -29.5% | -18.1% |
| 6M | +18.9% | +46.1% | -27.2% | -0.1% |
| YTD | +35.2% | +47.7% | -12.5% | +12.8% |
| 1Y | +14.5% | +47.2% | -32.8% | -4.4% |
| 3Y | +313.8% | +81.2% | +232.6% | +209.5% |
| 5Y | +32.6% | +58.8% | -26.3% | +3.3% |
| All | +1,381.0% | +161.1% | +1,219.9% | +1,028.5% |
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