+231.7%
RF vs LH
+263.2%
-31.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -1.3% | +1.2% | -2.6% | -2.0% |
| 30D | +4.6% | +18.0% | -13.3% | -4.9% |
| 3M | -8.4% | +15.7% | -24.1% | -16.1% |
| 6M | +8.9% | +46.6% | -37.8% | -13.1% |
| YTD | +8.8% | +49.5% | -40.7% | -14.5% |
| 1Y | +18.9% | +40.2% | -21.3% | -3.1% |
| 3Y | +116.0% | +87.6% | +28.4% | +45.1% |
| 5Y | +46.0% | +59.3% | -13.2% | +5.3% |
| 10Y | +231.7% | +266.1% | -34.3% | +34.6% |
| All | +231.7% | +263.2% | -31.5% | +34.6% |
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