+25.3%
U vs LH
+41.7%
-16.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +2.8% | +2.5% | +0.3% | +2.9% |
| 30D | +7.6% | +18.7% | -11.1% | +8.0% |
| 3M | +12.7% | +15.3% | -2.7% | +13.4% |
| 6M | +87.0% | +45.4% | +41.6% | +94.8% |
| YTD | +13.6% | +49.5% | -35.9% | +20.5% |
| 1Y | +25.3% | +41.4% | -16.1% | +35.0% |
| All | +25.3% | +41.7% | -16.4% | +35.0% |
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