+281.3%
P vs LH
+31.5%
+249.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +6.5% | -2.5% | +9.0% | +7.1% |
| 30D | +18.8% | +4.3% | +14.5% | +17.5% |
| 3M | +26.7% | +25.5% | +1.2% | +19.7% |
| 6M | +62.2% | +17.0% | +45.2% | +55.8% |
| YTD | +48.5% | +31.3% | +17.2% | +37.9% |
| 1Y | +26.4% | +20.0% | +6.4% | +20.0% |
| 3Y | +159.4% | +63.9% | +95.5% | +116.5% |
| All | +281.3% | +31.5% | +249.8% | +243.2% |
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