-22.1%
RMD vs LH
+28.2%
-50.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -4.7% | -3.2% | -1.5% | -3.3% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +12.0% | +18.6% | -6.6% | +3.5% |
| 6M | -12.5% | +17.9% | -30.5% | -19.1% |
| YTD | -7.9% | +28.9% | -36.9% | -18.5% |
| 1Y | -20.4% | +16.6% | -37.0% | -26.3% |
| 3Y | +53.1% | +63.6% | -10.4% | +19.4% |
| 5Y | -22.1% | +30.0% | -52.1% | -35.7% |
| All | -22.1% | +28.2% | -50.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling