+27.7%
V vs LH
+41.3%
-13.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | +1.1% | -0.1% | +0.7% |
| 30D | +9.0% | +16.7% | -7.8% | +5.1% |
| 3M | +16.7% | +15.1% | +1.6% | +13.0% |
| 6M | +33.4% | +46.3% | -12.9% | +22.2% |
| YTD | +22.4% | +48.8% | -26.4% | +9.8% |
| 1Y | +27.7% | +39.7% | -12.0% | +19.7% |
| All | +27.7% | +41.3% | -13.7% | +19.7% |
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