+6,436.9%
OMC vs LH
+1,372.9%
+5,064.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.8% | -0.8% | -4.9% | -5.6% |
| 30D | -4.8% | +2.0% | -6.8% | -5.1% |
| 3M | +9.2% | +24.3% | -15.0% | +5.4% |
| 6M | -2.5% | +21.1% | -23.5% | -5.6% |
| YTD | +2.6% | +30.4% | -27.9% | -1.9% |
| 1Y | +5.9% | +18.4% | -12.4% | +2.9% |
| 3Y | +14.2% | +65.5% | -51.3% | +4.8% |
| 5Y | +33.2% | +29.9% | +3.4% | +26.2% |
| 10Y | +33.4% | +186.6% | -153.2% | +10.4% |
| All | +6,436.9% | +1,372.9% | +5,064.0% | +3,877.8% |
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