+583.5%
RVMD vs LH
+23.7%
+559.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.3% |
| 7D | -3.6% | -7.4% | +3.8% | +0.6% |
| 30D | -1.1% | -4.6% | +3.5% | +1.4% |
| 3M | +41.0% | +14.5% | +26.5% | +30.4% |
| 6M | +105.7% | +14.8% | +90.9% | +89.7% |
| YTD | +155.3% | +23.3% | +132.0% | +123.9% |
| 1Y | +402.7% | +13.6% | +389.1% | +361.8% |
| 3Y | +533.1% | +56.3% | +476.7% | +362.4% |
| 5Y | +583.5% | +25.2% | +558.3% | +434.7% |
| All | +583.5% | +23.7% | +559.8% | +434.7% |
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