-81.4%
RUN vs LH
+27.0%
-108.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -2.0% |
| 7D | -3.7% | -4.7% | +1.0% | 0.0% |
| 30D | -13.0% | -3.5% | -9.5% | -10.6% |
| 3M | -31.8% | +17.7% | -49.5% | -41.3% |
| 6M | -32.2% | +15.8% | -48.0% | -41.3% |
| YTD | -53.5% | +25.1% | -78.6% | -62.8% |
| 1Y | -46.5% | +12.5% | -59.0% | -53.4% |
| 3Y | -37.6% | +59.8% | -97.4% | -61.7% |
| All | -81.4% | +27.0% | -108.4% | -88.5% |
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