+41,132.7%
RMD vs LH
+1,146.7%
+39,986.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -5.0% | -2.5% | -2.5% | -4.5% |
| 30D | +2.2% | +4.3% | -2.1% | +1.3% |
| 3M | +17.8% | +25.5% | -7.7% | +12.4% |
| 6M | -11.3% | +17.0% | -28.3% | -14.2% |
| YTD | -4.4% | +31.3% | -35.7% | -9.8% |
| 1Y | -15.7% | +20.0% | -35.7% | -19.0% |
| 3Y | +47.7% | +63.9% | -16.1% | +33.0% |
| 5Y | -19.2% | +30.9% | -50.1% | -24.4% |
| 10Y | +280.4% | +191.4% | +89.0% | +202.9% |
| All | +41,132.7% | +1,146.7% | +39,986.0% | +21,023.0% |
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