+558.6%
QQQ vs LH
+183.3%
+375.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | -0.6% | -4.7% | +4.1% | +1.2% |
| 30D | -1.2% | -3.5% | +2.3% | 0.0% |
| 3M | -0.2% | +17.7% | -17.9% | -6.5% |
| 6M | +17.9% | +15.8% | +2.1% | +10.9% |
| YTD | +16.6% | +25.1% | -8.5% | +6.1% |
| 1Y | +23.0% | +12.5% | +10.5% | +16.1% |
| 3Y | +92.9% | +59.8% | +33.2% | +55.5% |
| 5Y | +95.6% | +27.1% | +68.5% | +70.3% |
| All | +558.6% | +183.3% | +375.3% | +307.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling