-6.4%
T vs LH
+44.2%
-50.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.9% | +1.7% |
| 7D | +5.5% | +2.1% | +3.4% | +5.2% |
| 30D | -8.9% | +19.2% | -28.1% | -10.3% |
| 3M | -5.6% | +18.0% | -23.6% | -7.0% |
| 6M | -14.3% | +46.1% | -60.4% | -16.2% |
| YTD | -7.9% | +47.7% | -55.6% | -10.9% |
| 1Y | -6.4% | +47.2% | -53.6% | -9.5% |
| All | -6.4% | +44.2% | -50.6% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling