+484.0%
V vs LH
+261.9%
+222.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.9% | +1.1% | -0.1% | +0.5% |
| 30D | +9.0% | +16.7% | -7.8% | +2.2% |
| 3M | +16.7% | +15.1% | +1.6% | +9.9% |
| 6M | +33.4% | +46.3% | -12.9% | +13.7% |
| YTD | +22.4% | +48.8% | -26.4% | +3.0% |
| 1Y | +27.7% | +39.7% | -12.0% | +10.3% |
| 3Y | +78.0% | +87.0% | -9.1% | +33.4% |
| 5Y | +108.5% | +53.0% | +55.5% | +67.2% |
| All | +484.0% | +261.9% | +222.1% | +195.3% |
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