+13.5%
U vs LH
+64.5%
-51.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | +4.5% | -0.8% | +5.3% | +4.9% |
| 30D | -0.6% | +2.0% | -2.6% | -1.5% |
| 3M | +48.4% | +24.3% | +24.2% | +34.6% |
| 6M | +115.4% | +21.1% | +94.3% | +97.2% |
| YTD | -3.2% | +30.4% | -33.7% | -16.1% |
| 1Y | -6.0% | +18.4% | -24.4% | -14.0% |
| 3Y | +13.5% | +65.5% | -52.0% | -16.1% |
| All | +13.5% | +64.5% | -51.0% | -16.1% |
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