+10.3%
P vs LH
+48.9%
-38.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -13.3% | +4.8% | -18.1% | -13.1% |
| 30D | -34.0% | +18.8% | -52.8% | -32.9% |
| 3M | +4.1% | +15.7% | -11.6% | +5.2% |
| 6M | +30.5% | +46.7% | -16.2% | +38.6% |
| YTD | +52.2% | +48.9% | +3.3% | +67.9% |
| 1Y | +10.3% | +43.5% | -33.2% | +20.3% |
| All | +10.3% | +48.9% | -38.6% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling