+93.9%
QQQ vs LH
+23.7%
+70.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.4% |
| 7D | -1.3% | -7.4% | +6.2% | +1.2% |
| 30D | -1.4% | -4.6% | +3.2% | +0.1% |
| 3M | +2.3% | +14.5% | -12.2% | -2.6% |
| 6M | +16.9% | +14.8% | +2.1% | +11.0% |
| YTD | +15.6% | +23.3% | -7.6% | +6.6% |
| 1Y | +22.6% | +13.6% | +9.0% | +16.1% |
| 3Y | +93.5% | +56.3% | +37.2% | +57.6% |
| 5Y | +93.9% | +25.2% | +68.7% | +68.2% |
| All | +93.9% | +23.7% | +70.2% | +68.2% |
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 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