+15.3%
O vs LH
+28.2%
-12.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -2.3% | -3.2% | +0.9% | -1.3% |
| 30D | -2.4% | +0.1% | -2.6% | -2.5% |
| 3M | -0.6% | +18.6% | -19.2% | -5.8% |
| 6M | -5.0% | +17.9% | -22.9% | -10.0% |
| YTD | +10.4% | +28.9% | -18.6% | +1.6% |
| 1Y | +6.6% | +16.6% | -10.1% | +1.0% |
| 3Y | +28.4% | +63.6% | -35.2% | +7.8% |
| 5Y | +15.3% | +30.0% | -14.7% | -0.7% |
| All | +15.3% | +28.2% | -12.9% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling