+32.5%
OMC vs LH
+23.7%
+8.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +3.1% |
| 7D | -6.2% | -7.4% | +1.2% | -3.6% |
| 30D | -7.6% | -4.6% | -3.0% | -6.1% |
| 3M | +7.4% | +14.5% | -7.1% | +2.1% |
| 6M | +0.1% | +14.8% | -14.6% | -5.0% |
| YTD | +0.4% | +23.3% | -22.8% | -7.1% |
| 1Y | +7.8% | +13.6% | -5.8% | +2.4% |
| 3Y | +11.8% | +56.3% | -44.5% | -5.1% |
| 5Y | +32.5% | +25.2% | +7.2% | +17.5% |
| All | +32.5% | +23.7% | +8.8% | +17.5% |
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 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