-17.5%
RUN vs LH
+214.7%
-232.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.6% |
| 7D | +1.3% | -2.5% | +3.7% | +3.2% |
| 30D | -15.3% | +4.3% | -19.6% | -18.0% |
| 3M | -40.0% | +25.5% | -65.5% | -50.4% |
| 6M | -27.0% | +17.0% | -43.9% | -36.3% |
| YTD | -51.7% | +31.3% | -82.9% | -61.8% |
| 1Y | -45.9% | +20.0% | -65.9% | -54.6% |
| 3Y | -43.8% | +63.9% | -107.6% | -62.9% |
| 5Y | -80.5% | +30.9% | -111.3% | -85.0% |
| 10Y | +45.3% | +191.4% | -146.1% | -37.5% |
| All | -17.5% | +214.7% | -232.2% | -59.0% |
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