+1,395.2%
RL vs LH
+6,014.5%
-4,619.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.4% |
| 7D | -0.8% | -2.5% | +1.7% | -0.2% |
| 30D | -7.8% | +4.3% | -12.1% | -8.8% |
| 3M | -4.0% | +25.5% | -29.5% | -9.6% |
| 6M | -1.9% | +17.0% | -18.8% | -5.9% |
| YTD | -0.2% | +31.3% | -31.4% | -7.2% |
| 1Y | +10.7% | +20.0% | -9.3% | +5.1% |
| 3Y | +210.8% | +63.9% | +146.9% | +171.5% |
| 5Y | +238.2% | +30.9% | +207.4% | +211.0% |
| 10Y | +313.4% | +191.4% | +122.0% | +210.6% |
| All | +1,395.2% | +6,014.5% | -4,619.3% | +578.0% |
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