-42.2%
RIG vs LH
+183.3%
-225.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | -3.1% | -4.7% | +1.6% | -0.9% |
| 30D | -0.5% | -3.5% | +3.0% | +1.0% |
| 3M | -6.0% | +17.7% | -23.7% | -13.7% |
| 6M | -10.1% | +15.8% | -25.9% | -17.4% |
| YTD | +37.3% | +25.1% | +12.2% | +21.2% |
| 1Y | +73.9% | +12.5% | +61.4% | +61.4% |
| 3Y | -30.2% | +59.8% | -89.9% | -46.8% |
| 5Y | +62.5% | +27.1% | +35.4% | +35.7% |
| All | -42.2% | +183.3% | -225.5% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling