+519.9%
RVMD vs LH
+58.7%
+461.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -3.0% | -4.7% | +1.7% | -1.0% |
| 30D | -0.7% | -3.5% | +2.8% | +0.7% |
| 3M | +36.5% | +17.7% | +18.9% | +27.0% |
| 6M | +104.6% | +15.8% | +88.8% | +91.5% |
| YTD | +155.8% | +25.1% | +130.7% | +129.4% |
| 1Y | +340.7% | +12.5% | +328.2% | +316.5% |
| 3Y | +519.9% | +59.8% | +460.2% | +302.2% |
| All | +519.9% | +58.7% | +461.3% | +302.2% |
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