+234.1%
TER vs LH
+16.9%
+217.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.0% |
| 7D | +12.4% | -3.2% | +15.5% | +12.0% |
| 30D | +5.1% | +0.1% | +5.0% | +5.2% |
| 3M | +4.0% | +18.6% | -14.7% | +6.3% |
| 6M | +29.5% | +17.9% | +11.6% | +31.7% |
| YTD | +98.5% | +28.9% | +69.5% | +110.1% |
| 1Y | +234.1% | +16.6% | +217.5% | +247.8% |
| All | +234.1% | +16.9% | +217.2% | +247.8% |
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