+261.5%
RF vs LH
+259.5%
+2.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.4% |
| 7D | -0.1% | +4.6% | -4.7% | -2.6% |
| 30D | +7.0% | +19.1% | -12.1% | -3.3% |
| 3M | -7.0% | +16.7% | -23.8% | -15.3% |
| 6M | +6.8% | +47.0% | -40.3% | -15.0% |
| YTD | +9.9% | +49.3% | -39.4% | -13.7% |
| 1Y | +21.1% | +48.6% | -27.5% | -4.7% |
| 3Y | +119.6% | +87.8% | +31.8% | +47.2% |
| 5Y | +46.2% | +65.0% | -18.9% | +2.9% |
| 10Y | +261.5% | +275.0% | -13.5% | +39.0% |
| All | +261.5% | +259.5% | +2.1% | +39.0% |
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