+238.6%
P vs LH
+62.5%
+176.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | -23.8% | +1.4% | -25.2% | -24.0% |
| 30D | -36.6% | +17.5% | -54.1% | -38.9% |
| 3M | +10.9% | +16.1% | -5.2% | +7.0% |
| 6M | +30.0% | +43.4% | -13.4% | +19.0% |
| YTD | +44.4% | +47.2% | -2.8% | +30.7% |
| 1Y | +3.9% | +50.1% | -46.2% | -6.6% |
| 3Y | +176.6% | +81.2% | +95.4% | +127.1% |
| All | +238.6% | +62.5% | +176.1% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling