+32.0%
Q vs LH
+15.7%
+16.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.0% |
| 7D | +6.6% | -3.2% | +9.8% | +7.4% |
| 30D | -6.6% | +0.1% | -6.7% | -6.6% |
| 3M | -13.2% | +18.6% | -31.9% | -17.3% |
| 6M | +9.9% | +17.9% | -8.0% | +4.8% |
| YTD | +53.9% | +28.9% | +25.0% | +42.7% |
| All | +32.0% | +15.7% | +16.3% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling