+200.5%
P vs LH
+86.5%
+114.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +11.6% | +1.1% | +10.6% | +11.5% |
| 30D | -23.7% | +16.7% | -40.4% | -24.4% |
| 3M | -8.0% | +15.1% | -23.1% | -8.9% |
| 6M | +27.9% | +46.3% | -18.4% | +24.8% |
| YTD | +61.2% | +48.8% | +12.4% | +56.9% |
| 1Y | +28.6% | +39.7% | -11.1% | +26.2% |
| 3Y | +200.5% | +87.0% | +113.4% | +189.3% |
| All | +200.5% | +86.5% | +114.0% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling