+1,077.0%
TER vs LH
+263.2%
+813.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.1% |
| 7D | +5.9% | +1.2% | +4.7% | +5.5% |
| 30D | -30.8% | +18.0% | -48.7% | -36.3% |
| 3M | -29.9% | +15.7% | -45.6% | -35.2% |
| 6M | -27.5% | +46.6% | -74.1% | -41.1% |
| YTD | +37.5% | +49.5% | -12.0% | +10.6% |
| 1Y | +50.3% | +40.2% | +10.1% | +24.7% |
| 3Y | +204.9% | +87.6% | +117.3% | +110.4% |
| 5Y | +89.2% | +59.3% | +29.9% | +40.5% |
| 10Y | +1,077.0% | +266.1% | +810.9% | +443.7% |
| All | +1,077.0% | +263.2% | +813.7% | +443.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling