+14.7%
S vs LH
+64.5%
-49.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.0% |
| 7D | -5.8% | -0.8% | -5.0% | -5.5% |
| 30D | -9.2% | +2.0% | -11.2% | -10.2% |
| 3M | +23.4% | +24.3% | -0.9% | +9.9% |
| 6M | +36.9% | +21.1% | +15.9% | +23.7% |
| YTD | +29.5% | +30.4% | -0.9% | +11.9% |
| 1Y | +5.4% | +18.4% | -12.9% | -4.5% |
| 3Y | +14.7% | +65.5% | -50.8% | -9.8% |
| All | +14.7% | +64.5% | -49.8% | -9.8% |
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