+649.0%
P vs LH
+263.7%
+385.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +17.8% | +2.5% | +15.3% | +16.5% |
| 30D | -29.9% | +18.7% | -48.6% | -35.5% |
| 3M | -1.2% | +15.3% | -16.5% | -8.1% |
| 6M | +32.1% | +45.4% | -13.3% | +9.1% |
| YTD | +64.3% | +49.5% | +14.8% | +32.7% |
| 1Y | +24.3% | +41.4% | -17.1% | +3.2% |
| 3Y | +203.2% | +87.6% | +115.6% | +107.5% |
| 5Y | +290.4% | +53.8% | +236.7% | +193.9% |
| All | +649.0% | +263.7% | +385.3% | +211.8% |
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