+5,286.6%
O vs LH
+1,124.2%
+4,162.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +3.5% | +4.8% | -1.2% | +2.8% |
| 30D | +10.4% | +18.8% | -8.4% | +7.4% |
| 3M | -2.4% | +15.7% | -18.1% | -4.7% |
| 6M | -1.2% | +46.7% | -47.9% | -7.0% |
| YTD | +10.4% | +48.9% | -38.5% | +3.5% |
| 1Y | +11.4% | +43.5% | -32.0% | +5.1% |
| 3Y | +40.4% | +86.9% | -46.5% | +26.6% |
| 5Y | +12.1% | +60.4% | -48.3% | +2.9% |
| 10Y | +82.7% | +260.7% | -178.0% | +49.8% |
| All | +5,286.6% | +1,124.2% | +4,162.4% | +4,039.3% |
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