+995.4%
TER vs LH
+261.9%
+733.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +14.4% | +1.1% | +13.3% | +13.9% |
| 30D | -30.6% | +16.7% | -47.3% | -35.8% |
| 3M | -39.2% | +15.1% | -54.3% | -43.6% |
| 6M | -31.3% | +46.3% | -77.6% | -44.1% |
| YTD | +29.1% | +48.8% | -19.7% | +4.0% |
| 1Y | +47.4% | +39.7% | +7.7% | +22.6% |
| 3Y | +191.2% | +87.0% | +104.2% | +101.2% |
| 5Y | +74.0% | +53.0% | +21.0% | +32.1% |
| All | +995.4% | +261.9% | +733.5% | +412.5% |
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 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