+1,667.9%
RF vs LH
+1,382.1%
+285.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | -3.6% | +4.3% | -8.0% | -4.5% |
| 3M | +8.1% | +25.5% | -17.4% | +3.2% |
| 6M | +11.5% | +17.0% | -5.5% | +7.9% |
| YTD | +15.6% | +31.3% | -15.7% | +9.3% |
| 1Y | +15.7% | +20.0% | -4.3% | +11.2% |
| 3Y | +86.9% | +63.9% | +23.0% | +68.9% |
| 5Y | +89.8% | +30.9% | +59.0% | +78.1% |
| 10Y | +344.7% | +191.4% | +153.3% | +261.9% |
| All | +1,667.9% | +1,382.1% | +285.8% | +1,100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling