+209.9%
ON vs LH
+2,520.5%
-2,310.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +2.4% | -2.5% | +4.9% | +3.6% |
| 30D | -3.3% | +4.3% | -7.6% | -5.3% |
| 3M | -43.6% | +25.5% | -69.1% | -50.0% |
| 6M | +19.0% | +17.0% | +2.0% | +8.9% |
| YTD | +37.4% | +31.3% | +6.1% | +18.7% |
| 1Y | +54.8% | +20.0% | +34.8% | +39.2% |
| 3Y | -25.2% | +63.9% | -89.0% | -42.5% |
| 5Y | +62.7% | +30.9% | +31.9% | +38.0% |
| 10Y | +574.3% | +191.4% | +383.0% | +299.3% |
| All | +209.9% | +2,520.5% | -2,310.6% | -1.2% |
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 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