+5,261.3%
O vs LH
+1,129.0%
+4,132.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -0.8% |
| 30D | +8.3% | +18.7% | -10.4% | +5.4% |
| 3M | -4.0% | +15.3% | -19.3% | -6.2% |
| 6M | -2.6% | +45.4% | -48.0% | -8.2% |
| YTD | +9.9% | +49.5% | -39.6% | +3.0% |
| 1Y | +9.8% | +41.4% | -31.5% | +3.8% |
| 3Y | +39.7% | +87.6% | -47.9% | +25.9% |
| 5Y | +9.2% | +53.8% | -44.6% | +0.8% |
| 10Y | +81.5% | +266.2% | -184.6% | +48.5% |
| All | +5,261.3% | +1,129.0% | +4,132.3% | +4,017.3% |
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