+327.1%
NET vs LH
+64.2%
+262.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.5% |
| 3M | +3.8% | +25.5% | -21.7% | -6.2% |
| 6M | +50.0% | +17.0% | +33.1% | +39.9% |
| YTD | +41.5% | +31.3% | +10.2% | +25.4% |
| 1Y | +32.8% | +20.0% | +12.9% | +21.8% |
| All | +327.1% | +64.2% | +262.8% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling