+77.5%
O vs LH
+263.7%
-186.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -1.5% |
| 30D | +8.3% | +18.7% | -10.4% | +0.1% |
| 3M | -4.0% | +15.3% | -19.3% | -10.2% |
| 6M | -2.6% | +45.4% | -48.0% | -18.1% |
| YTD | +9.9% | +49.5% | -39.6% | -9.3% |
| 1Y | +9.8% | +41.4% | -31.5% | -7.1% |
| 3Y | +39.7% | +87.6% | -47.9% | +1.2% |
| 5Y | +9.2% | +53.8% | -44.6% | -14.8% |
| All | +77.5% | +263.7% | -186.2% | -17.6% |
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