+196.1%
ON vs LH
+2,870.0%
-2,673.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +12.2% | +1.1% | +11.2% | +11.8% |
| 30D | -3.1% | +16.7% | -19.9% | -10.3% |
| 3M | -12.9% | +15.1% | -28.0% | -19.0% |
| 6M | -38.6% | +46.3% | -84.9% | -49.7% |
| YTD | +31.2% | +48.8% | -17.5% | +6.3% |
| 1Y | +47.6% | +39.7% | +7.9% | +23.3% |
| 3Y | +6.6% | +87.0% | -80.4% | -23.5% |
| 5Y | +21.3% | +53.0% | -31.7% | -4.9% |
| 10Y | +533.3% | +264.3% | +269.0% | +239.7% |
| All | +196.1% | +2,870.0% | -2,673.9% | -11.5% |
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 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