+617.4%
RVMD vs LH
+111.6%
+505.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | +1.1% | +2.0% | -0.9% | 0.0% |
| 3M | +39.6% | +24.3% | +15.4% | +24.6% |
| 6M | +110.7% | +21.1% | +89.6% | +90.3% |
| YTD | +160.3% | +30.4% | +129.8% | +124.5% |
| 1Y | +404.9% | +18.4% | +386.5% | +357.4% |
| 3Y | +545.5% | +65.5% | +480.0% | +381.2% |
| 5Y | +584.7% | +29.9% | +554.8% | +467.7% |
| All | +617.4% | +111.6% | +505.8% | +378.9% |
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