+19.3%
RL vs LH
+43.1%
-23.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | +5.6% | +18.0% | -12.4% | +1.1% |
| 3M | -0.6% | +15.7% | -16.3% | -4.5% |
| 6M | +15.5% | +46.6% | -31.2% | +2.3% |
| YTD | +12.3% | +49.5% | -37.1% | -2.1% |
| 1Y | +19.3% | +40.2% | -20.9% | +8.2% |
| All | +19.3% | +43.1% | -23.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling