+354.4%
RMD vs LH
+263.7%
+90.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +2.5% | -2.4% | -1.0% |
| 30D | +1.9% | +18.7% | -16.8% | -5.5% |
| 3M | +6.3% | +15.3% | -9.0% | -0.3% |
| 6M | +18.2% | +45.4% | -27.1% | 0.0% |
| YTD | +0.3% | +49.5% | -49.2% | -16.6% |
| 1Y | -4.3% | +41.4% | -45.6% | -18.4% |
| 3Y | +71.3% | +87.6% | -16.4% | +27.1% |
| 5Y | -1.8% | +53.8% | -55.5% | -21.7% |
| All | +354.4% | +263.7% | +90.7% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling