-69.4%
PL vs LH
+44.3%
-113.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.2% | -8.9% | -10.1% |
| 7D | -20.5% | -1.3% | -19.2% | -20.4% |
| 30D | -38.8% | +16.6% | -55.3% | -38.0% |
| 3M | -49.1% | +16.0% | -65.1% | -48.2% |
| 6M | -69.4% | +42.0% | -111.4% | -62.1% |
| All | -69.4% | +44.3% | -113.6% | -62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling