+7,061.7%
OMC vs LH
+1,579.7%
+5,482.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +12.2% | +16.7% | -4.5% | +9.3% |
| 3M | +0.6% | +15.1% | -14.5% | -1.9% |
| 6M | +21.0% | +46.3% | -25.3% | +13.5% |
| YTD | +12.4% | +48.8% | -36.4% | +5.0% |
| 1Y | +25.4% | +39.7% | -14.3% | +18.4% |
| 3Y | +29.2% | +87.0% | -57.9% | +16.0% |
| 5Y | +52.6% | +53.0% | -0.4% | +40.7% |
| 10Y | +53.6% | +264.3% | -210.7% | +22.6% |
| All | +7,061.7% | +1,579.7% | +5,482.0% | +4,158.7% |
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