+655.3%
P vs LH
+263.2%
+392.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.3% |
| 7D | -4.7% | +1.2% | -5.9% | -5.1% |
| 30D | -31.4% | +18.0% | -49.4% | -36.8% |
| 3M | -2.6% | +15.7% | -18.3% | -9.6% |
| 6M | +21.9% | +46.6% | -24.7% | +0.2% |
| YTD | +58.9% | +49.5% | +9.5% | +28.4% |
| 1Y | +21.7% | +40.2% | -18.4% | +1.5% |
| 3Y | +193.3% | +87.6% | +105.7% | +100.5% |
| 5Y | +275.1% | +59.3% | +215.9% | +175.7% |
| 10Y | +655.3% | +266.1% | +389.3% | +197.3% |
| All | +655.3% | +263.2% | +392.1% | +197.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling