+72.4%
TER vs LH
+63.0%
+9.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.4% | +11.3% | +12.2% |
| 7D | -5.8% | +4.6% | -10.3% | -7.3% |
| 30D | -38.9% | +19.1% | -58.0% | -43.0% |
| 3M | -35.1% | +16.7% | -51.9% | -39.2% |
| 6M | -31.6% | +47.0% | -78.6% | -42.5% |
| YTD | +27.2% | +49.3% | -22.1% | +6.2% |
| 1Y | +35.2% | +48.6% | -13.4% | +12.8% |
| 3Y | +192.8% | +87.8% | +105.0% | +108.9% |
| 5Y | +72.4% | +65.0% | +7.4% | +26.9% |
| All | +72.4% | +63.0% | +9.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling