+43,155.6%
RMD vs LH
+1,319.9%
+41,835.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.4% |
| 30D | +1.9% | +18.7% | -16.8% | -1.6% |
| 3M | +6.3% | +15.3% | -9.0% | +3.2% |
| 6M | +18.2% | +45.4% | -27.1% | +9.4% |
| YTD | +0.3% | +49.5% | -49.2% | -7.9% |
| 1Y | -4.3% | +41.4% | -45.6% | -11.1% |
| 3Y | +71.3% | +87.6% | -16.4% | +49.8% |
| 5Y | -1.8% | +53.8% | -55.5% | -11.1% |
| 10Y | +344.6% | +266.2% | +78.4% | +239.2% |
| All | +43,155.6% | +1,319.9% | +41,835.7% | +21,457.9% |
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