+45.2%
PL vs LH
+72.2%
-27.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.4% | +13.1% | +13.8% |
| 7D | +10.9% | +4.6% | +6.3% | +8.5% |
| 30D | -16.4% | +19.1% | -35.5% | -23.6% |
| 3M | -39.9% | +16.7% | -56.7% | -44.6% |
| 6M | -63.2% | +47.0% | -110.2% | -70.2% |
| YTD | -27.1% | +49.3% | -76.4% | -42.1% |
| 1Y | +12.2% | +48.6% | -36.4% | -10.7% |
| 3Y | +584.3% | +87.8% | +496.4% | +373.5% |
| 5Y | +37.0% | +65.0% | -28.1% | -4.2% |
| All | +45.2% | +72.2% | -27.1% | +1.0% |
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