+52.4%
OMC vs LH
+54.7%
-2.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +12.2% | +16.7% | -4.5% | +5.8% |
| 3M | +0.6% | +15.1% | -14.5% | -4.8% |
| 6M | +21.0% | +46.3% | -25.3% | +4.6% |
| YTD | +12.4% | +48.8% | -36.4% | -3.6% |
| 1Y | +25.4% | +39.7% | -14.3% | +10.1% |
| 3Y | +29.2% | +87.0% | -57.9% | +1.7% |
| All | +52.4% | +54.7% | -2.3% | +20.6% |
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 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