+1,601.6%
RL vs LH
+6,855.1%
-5,253.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.5% |
| 7D | +0.2% | +4.6% | -4.3% | -0.8% |
| 30D | +7.3% | +19.1% | -11.8% | +2.6% |
| 3M | +1.0% | +16.7% | -15.7% | -3.0% |
| 6M | +11.8% | +47.0% | -35.3% | +0.9% |
| YTD | +13.6% | +49.3% | -35.7% | +2.1% |
| 1Y | +24.0% | +48.6% | -24.6% | +11.6% |
| 3Y | +256.6% | +87.8% | +168.7% | +200.7% |
| 5Y | +240.2% | +65.0% | +175.2% | +195.2% |
| 10Y | +373.0% | +275.0% | +98.0% | +235.5% |
| All | +1,601.6% | +6,855.1% | -5,253.6% | +645.7% |
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