+117.9%
RF vs LH
+87.4%
+30.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -1.3% | +1.2% | -2.6% | -1.8% |
| 30D | +4.6% | +18.0% | -13.3% | -2.2% |
| 3M | -8.4% | +15.7% | -24.1% | -13.9% |
| 6M | +8.9% | +46.6% | -37.8% | -8.0% |
| YTD | +8.8% | +49.5% | -40.7% | -9.2% |
| 1Y | +18.9% | +40.2% | -21.3% | +2.1% |
| All | +117.9% | +87.4% | +30.5% | +45.6% |
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