+572.1%
ON vs LH
+179.1%
+393.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +1.8% |
| 7D | -4.7% | -7.4% | +2.7% | +0.2% |
| 30D | -13.5% | -4.6% | -8.9% | -11.0% |
| 3M | -36.3% | +14.5% | -50.8% | -43.0% |
| 6M | +17.8% | +14.8% | +3.0% | +4.6% |
| YTD | +29.6% | +23.3% | +6.3% | +9.1% |
| 1Y | +45.8% | +13.6% | +32.2% | +29.3% |
| 3Y | -28.3% | +56.3% | -84.7% | -50.8% |
| 5Y | +49.6% | +25.2% | +24.4% | +18.8% |
| All | +572.1% | +179.1% | +393.0% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling