+273.7%
RMD vs LH
+179.1%
+94.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.8% |
| 7D | -4.2% | -7.4% | +3.2% | -1.0% |
| 30D | -2.1% | -4.6% | +2.5% | -0.1% |
| 3M | +13.8% | +14.5% | -0.8% | +7.0% |
| 6M | -10.6% | +14.8% | -25.4% | -16.2% |
| YTD | -8.1% | +23.3% | -31.4% | -16.7% |
| 1Y | -18.0% | +13.6% | -31.6% | -23.1% |
| 3Y | +52.9% | +56.3% | -3.5% | +23.0% |
| 5Y | -22.3% | +25.2% | -47.5% | -32.2% |
| All | +273.7% | +179.1% | +94.6% | +120.7% |
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 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