-39.0%
U vs LH
+119.6%
-158.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | 0.0% |
| 7D | -3.8% | -2.5% | -1.4% | -2.0% |
| 30D | +17.5% | +4.3% | +13.1% | +13.9% |
| 3M | +38.7% | +25.5% | +13.2% | +17.1% |
| 6M | +104.4% | +17.0% | +87.5% | +81.0% |
| YTD | -5.7% | +31.3% | -36.9% | -25.0% |
| 1Y | +3.7% | +20.0% | -16.3% | -11.9% |
| 3Y | +12.3% | +63.9% | -51.5% | -29.2% |
| 5Y | -68.8% | +30.9% | -99.7% | -78.0% |
| All | -39.0% | +119.6% | -158.7% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling