-35.9%
RUN vs LH
+63.5%
-99.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.7% |
| 7D | -1.8% | -3.2% | +1.4% | +0.5% |
| 30D | -10.8% | +0.1% | -11.0% | -11.0% |
| 3M | -30.2% | +18.6% | -48.8% | -39.2% |
| 6M | -22.3% | +17.9% | -40.3% | -32.5% |
| YTD | -52.2% | +28.9% | -81.1% | -62.0% |
| 1Y | -45.1% | +16.6% | -61.7% | -52.6% |
| All | -35.9% | +63.5% | -99.4% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling