+1,567.9%
RF vs LH
+1,581.5%
-13.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.3% | +4.8% | -4.4% | -0.6% |
| 30D | +6.2% | +18.8% | -12.6% | +2.5% |
| 3M | -7.8% | +15.7% | -23.5% | -10.6% |
| 6M | +5.9% | +46.7% | -40.7% | -2.0% |
| YTD | +9.0% | +48.9% | -39.9% | +0.5% |
| 1Y | +19.3% | +43.5% | -24.2% | +10.7% |
| 3Y | +116.4% | +86.9% | +29.5% | +90.3% |
| 5Y | +46.0% | +60.4% | -14.4% | +31.7% |
| 10Y | +239.8% | +260.7% | -20.9% | +166.3% |
| All | +1,567.9% | +1,581.5% | -13.6% | +1,003.0% |
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 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