+57.6%
T vs LH
+61.0%
-3.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.0% | +1.2% | +0.8% | +1.7% |
| 30D | -1.0% | +18.0% | -19.0% | -4.7% |
| 3M | -8.1% | +15.7% | -23.8% | -11.2% |
| 6M | -8.3% | +46.6% | -54.9% | -16.0% |
| YTD | -6.1% | +49.5% | -55.6% | -14.8% |
| 1Y | -7.4% | +40.2% | -47.6% | -14.6% |
| 3Y | +65.4% | +87.6% | -22.1% | +39.2% |
| 5Y | +57.6% | +59.3% | -1.6% | +27.9% |
| All | +57.6% | +61.0% | -3.4% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling