+190.0%
ON vs LH
+2,873.2%
-2,683.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +4.8% | -8.9% | -6.2% |
| 30D | -10.2% | +18.8% | -29.0% | -17.6% |
| 3M | -12.7% | +15.7% | -28.4% | -19.1% |
| 6M | -32.5% | +46.7% | -79.2% | -44.9% |
| YTD | +28.6% | +48.9% | -20.4% | +4.1% |
| 1Y | +43.4% | +43.5% | -0.1% | +18.2% |
| 3Y | +3.3% | +86.9% | -83.6% | -25.9% |
| 5Y | +22.5% | +60.4% | -37.9% | -6.0% |
| 10Y | +535.7% | +260.7% | +275.0% | +242.1% |
| All | +190.0% | +2,873.2% | -2,683.1% | -13.4% |
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 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