-53.2%
S vs LH
+45.5%
-98.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.3% |
| 7D | -7.7% | -2.5% | -5.3% | -6.2% |
| 30D | -5.3% | +4.3% | -9.7% | -8.2% |
| 3M | +20.3% | +25.5% | -5.3% | +2.2% |
| 6M | +47.4% | +17.0% | +30.4% | +31.3% |
| YTD | +32.5% | +31.3% | +1.3% | +8.3% |
| 1Y | +9.5% | +20.0% | -10.4% | -5.0% |
| 3Y | +15.5% | +63.9% | -48.3% | -22.8% |
| 5Y | -71.2% | +30.9% | -102.1% | -77.8% |
| All | -53.2% | +45.5% | -98.7% | -63.8% |
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 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