+1,545.3%
RF vs LH
+1,562.0%
-16.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | +6.0% | +17.5% | -11.5% | +2.6% |
| 3M | -8.9% | +16.1% | -25.0% | -11.7% |
| 6M | +2.3% | +43.4% | -41.0% | -4.9% |
| YTD | +7.6% | +47.2% | -39.6% | -0.7% |
| 1Y | +21.2% | +50.1% | -29.0% | +11.5% |
| 3Y | +108.5% | +81.2% | +27.4% | +84.5% |
| 5Y | +43.2% | +63.7% | -20.5% | +28.6% |
| 10Y | +288.1% | +269.2% | +18.9% | +203.3% |
| All | +1,545.3% | +1,562.0% | -16.7% | +990.5% |
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