+47.6%
ON vs LH
+41.3%
+6.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.6% |
| 7D | +12.2% | +1.1% | +11.2% | +12.3% |
| 30D | -3.1% | +16.7% | -19.9% | -1.7% |
| 3M | -12.9% | +15.1% | -28.0% | -11.7% |
| 6M | -38.6% | +46.3% | -84.9% | -38.3% |
| YTD | +31.2% | +48.8% | -17.5% | +25.9% |
| 1Y | +47.6% | +39.7% | +7.9% | +52.4% |
| All | +47.6% | +41.3% | +6.3% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling