+249.3%
RL vs LH
+86.5%
+162.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +2.9% | +16.7% | -13.8% | -2.8% |
| 3M | 0.0% | +15.1% | -15.1% | -5.2% |
| 6M | +17.1% | +46.3% | -29.2% | +0.6% |
| YTD | +10.1% | +48.8% | -38.6% | -6.4% |
| 1Y | +17.3% | +39.7% | -22.4% | +2.4% |
| 3Y | +249.3% | +87.0% | +162.3% | +173.4% |
| All | +249.3% | +86.5% | +162.9% | +173.4% |
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