+254.8%
SPOT vs LH
+147.0%
+107.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -2.9% | -0.8% | -2.0% | -2.6% |
| 30D | +8.3% | +2.0% | +6.3% | +7.6% |
| 3M | +5.1% | +24.3% | -19.2% | -2.2% |
| 6M | -6.5% | +21.1% | -27.5% | -12.3% |
| YTD | -9.0% | +30.4% | -39.4% | -16.7% |
| 1Y | -26.4% | +18.4% | -44.8% | -30.7% |
| 3Y | +240.0% | +65.5% | +174.6% | +181.9% |
| 5Y | +111.7% | +29.9% | +81.9% | +86.8% |
| All | +254.8% | +147.0% | +107.8% | +147.8% |
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