+715.0%
P vs LH
+186.0%
+529.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.9% |
| 7D | +7.8% | -0.8% | +8.7% | +8.2% |
| 30D | +12.3% | +2.0% | +10.3% | +11.0% |
| 3M | +37.1% | +24.3% | +12.8% | +22.8% |
| 6M | +66.1% | +21.1% | +45.0% | +50.0% |
| YTD | +50.9% | +30.4% | +20.5% | +30.6% |
| 1Y | +27.2% | +18.4% | +8.8% | +14.7% |
| 3Y | +158.7% | +65.5% | +93.2% | +88.2% |
| 5Y | +291.1% | +29.9% | +261.2% | +221.1% |
| 10Y | +715.0% | +186.6% | +528.3% | +285.4% |
| All | +715.0% | +186.0% | +529.0% | +285.4% |
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 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