+4.4%
ON vs LH
+86.7%
-82.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +4.8% | -8.9% | -5.6% |
| 30D | -10.2% | +18.8% | -29.0% | -15.6% |
| 3M | -12.7% | +15.7% | -28.4% | -17.4% |
| 6M | -32.5% | +46.7% | -79.2% | -43.0% |
| YTD | +28.6% | +48.9% | -20.4% | +7.3% |
| 1Y | +43.4% | +43.5% | -0.1% | +22.2% |
| All | +4.4% | +86.7% | -82.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling