+26.8%
PL vs LH
+69.8%
-43.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +9.9% |
| 7D | -6.8% | +1.4% | -8.3% | -7.5% |
| 30D | -29.3% | +17.5% | -46.8% | -35.1% |
| 3M | -44.8% | +16.1% | -60.8% | -49.0% |
| 6M | -68.4% | +43.4% | -111.7% | -74.1% |
| YTD | -36.4% | +47.2% | -83.6% | -49.1% |
| 1Y | +0.7% | +50.1% | -49.4% | -20.5% |
| 3Y | +455.3% | +81.2% | +374.2% | +291.0% |
| 5Y | +22.7% | +63.7% | -41.0% | -13.7% |
| All | +26.8% | +69.8% | -43.0% | -11.2% |
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 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