+455.4%
V vs LH
+261.9%
+193.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +0.8% | +4.8% | -4.0% | -1.0% |
| 30D | +9.9% | +18.8% | -8.9% | +2.4% |
| 3M | +17.5% | +15.7% | +1.8% | +10.4% |
| 6M | +33.5% | +46.7% | -13.2% | +13.7% |
| YTD | +21.6% | +48.9% | -27.4% | +2.3% |
| 1Y | +27.6% | +43.5% | -15.9% | +9.0% |
| 3Y | +76.4% | +86.9% | -10.5% | +32.4% |
| 5Y | +103.8% | +60.4% | +43.4% | +60.1% |
| All | +455.4% | +261.9% | +193.5% | +189.9% |
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 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