+43,271.4%
RMD vs LH
+1,312.9%
+41,958.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +2.1% | +16.7% | -14.7% | -1.1% |
| 3M | +6.2% | +15.1% | -8.9% | +3.1% |
| 6M | +19.4% | +46.3% | -26.9% | +10.3% |
| YTD | +0.5% | +48.8% | -48.2% | -7.6% |
| 1Y | -3.9% | +39.7% | -43.7% | -10.5% |
| 3Y | +72.5% | +87.0% | -14.5% | +51.0% |
| 5Y | -1.5% | +53.0% | -54.5% | -10.7% |
| 10Y | +345.8% | +264.3% | +81.4% | +240.4% |
| All | +43,271.4% | +1,312.9% | +41,958.6% | +21,537.6% |
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