+455.3%
PL vs LH
+80.4%
+374.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -34.9% |
| 3M | -44.8% | +16.1% | -60.8% | -48.9% |
| 6M | -68.4% | +43.4% | -111.7% | -74.2% |
| YTD | -36.4% | +47.2% | -83.6% | -49.5% |
| 1Y | +0.7% | +50.1% | -49.4% | -21.3% |
| 3Y | +455.3% | +81.2% | +374.2% | +261.6% |
| All | +455.3% | +80.4% | +374.9% | +261.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling