+277.2%
TER vs LH
+64.5%
+212.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +11.0% | -0.8% | +11.8% | +11.1% |
| 30D | -1.9% | +2.0% | -3.9% | -2.4% |
| 3M | -0.7% | +24.3% | -24.9% | -6.2% |
| 6M | +36.4% | +21.1% | +15.3% | +29.7% |
| YTD | +92.4% | +30.4% | +62.0% | +79.4% |
| 1Y | +213.5% | +18.4% | +195.2% | +199.9% |
| 3Y | +277.2% | +65.5% | +211.8% | +235.7% |
| All | +277.2% | +64.5% | +212.8% | +235.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling