-26.6%
U vs LH
+150.2%
-176.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +2.8% | +2.5% | +0.3% | +1.1% |
| 30D | +7.6% | +18.7% | -11.1% | -5.1% |
| 3M | +12.7% | +15.3% | -2.7% | +0.9% |
| 6M | +87.0% | +45.4% | +41.6% | +40.8% |
| YTD | +13.6% | +49.5% | -35.9% | -18.3% |
| 1Y | +25.3% | +41.4% | -16.1% | -5.9% |
| 3Y | +85.8% | +87.6% | -1.8% | +5.7% |
| 5Y | -74.5% | +53.8% | -128.2% | -83.8% |
| All | -26.6% | +150.2% | -176.8% | -64.5% |
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