+90.1%
RF vs LH
+31.5%
+58.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | +1.3% | -2.5% | +3.8% | +2.4% |
| 30D | -3.6% | +4.3% | -8.0% | -5.5% |
| 3M | +8.1% | +25.5% | -17.4% | -2.9% |
| 6M | +11.5% | +17.0% | -5.5% | +3.4% |
| YTD | +15.6% | +31.3% | -15.7% | +1.4% |
| 1Y | +15.7% | +20.0% | -4.3% | +5.3% |
| 3Y | +86.9% | +63.9% | +23.0% | +44.9% |
| All | +90.1% | +31.5% | +58.6% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling