+584.3%
PL vs LH
+86.6%
+497.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.4% | +13.1% | +13.8% |
| 7D | +10.9% | +4.6% | +6.3% | +8.6% |
| 30D | -16.4% | +19.1% | -35.5% | -23.4% |
| 3M | -39.9% | +16.7% | -56.7% | -44.5% |
| 6M | -63.2% | +47.0% | -110.2% | -70.2% |
| YTD | -27.1% | +49.3% | -76.4% | -42.4% |
| 1Y | +12.2% | +48.6% | -36.4% | -11.3% |
| 3Y | +584.3% | +87.8% | +496.4% | +337.2% |
| All | +584.3% | +86.6% | +497.7% | +337.2% |
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 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