+65.3%
RIG vs LH
+23.7%
+41.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.6% |
| 7D | -4.2% | -7.4% | +3.2% | -1.6% |
| 30D | -0.7% | -4.6% | +3.9% | +0.9% |
| 3M | -4.0% | +14.5% | -18.5% | -9.0% |
| 6M | -6.3% | +14.8% | -21.1% | -11.7% |
| YTD | +39.7% | +23.3% | +16.4% | +27.9% |
| 1Y | +78.1% | +13.6% | +64.5% | +68.1% |
| 3Y | -29.5% | +56.3% | -85.8% | -42.0% |
| 5Y | +65.3% | +25.2% | +40.1% | +22.1% |
| All | +65.3% | +23.7% | +41.6% | +22.1% |
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