+44.8%
PL vs LH
+72.4%
-27.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +13.4% | +1.2% | +12.2% | +12.9% |
| 30D | -10.2% | +18.0% | -28.1% | -17.5% |
| 3M | -39.5% | +15.7% | -55.2% | -44.0% |
| 6M | -65.7% | +46.6% | -112.4% | -72.2% |
| YTD | -27.3% | +49.5% | -76.8% | -42.3% |
| 1Y | +15.0% | +40.2% | -25.2% | -5.2% |
| 3Y | +560.8% | +87.6% | +473.2% | +357.5% |
| 5Y | +38.4% | +59.3% | -20.9% | -3.4% |
| All | +44.8% | +72.4% | -27.6% | +0.8% |
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