-54.3%
S vs LH
+42.9%
-97.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.8% |
| 7D | -1.2% | -3.2% | +2.0% | +0.9% |
| 30D | -12.6% | +0.1% | -12.7% | -12.8% |
| 3M | +27.6% | +18.6% | +8.9% | +12.9% |
| 6M | +35.5% | +17.9% | +17.5% | +20.1% |
| YTD | +29.6% | +28.9% | +0.7% | +7.1% |
| 1Y | +8.1% | +16.6% | -8.5% | -4.4% |
| 3Y | +14.8% | +63.6% | -48.8% | -23.4% |
| 5Y | -70.6% | +30.0% | -100.6% | -77.0% |
| All | -54.3% | +42.9% | -97.2% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling