+78.4%
V vs LH
+86.6%
-8.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.5% |
| 7D | -0.8% | +4.6% | -5.4% | -2.0% |
| 30D | +9.5% | +19.1% | -9.6% | +4.1% |
| 3M | +16.7% | +16.7% | -0.1% | +11.5% |
| 6M | +32.9% | +47.0% | -14.1% | +18.8% |
| YTD | +21.1% | +49.3% | -28.2% | +7.1% |
| 1Y | +26.6% | +48.6% | -22.0% | +12.1% |
| 3Y | +78.4% | +87.8% | -9.5% | +47.7% |
| All | +78.4% | +86.6% | -8.2% | +47.7% |
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 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