+1,507.8%
RL vs LH
+6,756.7%
-5,249.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -4.2% | +1.4% | -5.6% | -4.5% |
| 30D | +4.3% | +17.5% | -13.2% | 0.0% |
| 3M | -4.6% | +16.1% | -20.7% | -8.3% |
| 6M | +1.7% | +43.4% | -41.6% | -7.6% |
| YTD | +7.3% | +47.2% | -39.8% | -3.2% |
| 1Y | +20.8% | +50.1% | -29.3% | +8.4% |
| 3Y | +247.0% | +81.2% | +165.8% | +195.2% |
| 5Y | +225.5% | +63.7% | +161.7% | +182.9% |
| 10Y | +363.0% | +269.2% | +93.9% | +229.5% |
| All | +1,507.8% | +6,756.7% | -5,249.0% | +607.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling