+247.0%
RL vs LH
+80.4%
+166.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -4.2% | +1.4% | -5.6% | -4.6% |
| 30D | +4.3% | +17.5% | -13.2% | -1.7% |
| 3M | -4.6% | +16.1% | -20.7% | -9.9% |
| 6M | +1.7% | +43.4% | -41.6% | -11.9% |
| YTD | +7.3% | +47.2% | -39.8% | -8.3% |
| 1Y | +20.8% | +50.1% | -29.3% | +2.3% |
| 3Y | +247.0% | +81.2% | +165.8% | +174.9% |
| All | +247.0% | +80.4% | +166.6% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling