+108.5%
RF vs LH
+80.4%
+28.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.5% |
| 30D | +6.0% | +17.5% | -11.5% | -0.8% |
| 3M | -8.9% | +16.1% | -25.0% | -14.5% |
| 6M | +2.3% | +43.4% | -41.0% | -12.8% |
| YTD | +7.6% | +47.2% | -39.6% | -9.8% |
| 1Y | +21.2% | +50.1% | -29.0% | +0.6% |
| 3Y | +108.5% | +81.2% | +27.4% | +43.6% |
| All | +108.5% | +80.4% | +28.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling