+1,569.6%
QQQ vs LH
+9,352.4%
-7,782.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | -0.8% | +2.4% | +1.8% |
| 30D | -0.6% | +2.0% | -2.6% | -1.3% |
| 3M | +0.4% | +24.3% | -23.8% | -6.5% |
| 6M | +20.1% | +21.1% | -1.0% | +12.5% |
| YTD | +17.2% | +30.4% | -13.2% | +7.1% |
| 1Y | +24.7% | +18.4% | +6.3% | +17.0% |
| 3Y | +96.2% | +65.5% | +30.7% | +63.8% |
| 5Y | +94.4% | +29.9% | +64.5% | +73.6% |
| 10Y | +556.7% | +186.6% | +370.0% | +344.2% |
| All | +1,569.6% | +9,352.4% | -7,782.9% | +425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling