+29.7%
Q vs LH
+17.0%
+12.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +3.0% | +2.5% |
| 7D | +6.7% | -0.8% | +7.6% | +6.9% |
| 30D | -10.6% | +2.0% | -12.6% | -11.1% |
| 3M | -14.6% | +24.3% | -38.9% | -20.5% |
| 6M | +12.1% | +21.1% | -9.0% | +5.7% |
| YTD | +51.3% | +30.4% | +20.8% | +39.8% |
| All | +29.7% | +17.0% | +12.6% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling