+848.4%
NYT vs LH
+1,312.5%
-464.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -0.6% | -4.7% | +4.1% | +0.1% |
| 30D | +4.6% | -3.5% | +8.1% | +5.1% |
| 3M | -9.6% | +17.7% | -27.3% | -11.8% |
| 6M | -14.0% | +15.8% | -29.8% | -15.9% |
| YTD | -2.8% | +25.1% | -27.9% | -6.2% |
| 1Y | +15.6% | +12.5% | +3.1% | +13.2% |
| 3Y | +56.3% | +59.8% | -3.5% | +44.7% |
| 5Y | +39.5% | +27.1% | +12.4% | +33.0% |
| 10Y | +488.0% | +183.2% | +304.8% | +396.3% |
| All | +848.4% | +1,312.5% | -464.1% | +561.5% |
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 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