+47.4%
TER vs LH
+41.3%
+6.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +14.4% | +1.1% | +13.3% | +14.4% |
| 30D | -30.6% | +16.7% | -47.3% | -30.2% |
| 3M | -39.2% | +15.1% | -54.3% | -38.8% |
| 6M | -31.3% | +46.3% | -77.6% | -35.1% |
| YTD | +29.1% | +48.8% | -19.7% | +22.8% |
| 1Y | +47.4% | +39.7% | +7.7% | +43.0% |
| All | +47.4% | +41.3% | +6.1% | +43.0% |
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