+67.1%
V vs LH
+31.3%
+35.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -1.1% | -0.8% | -0.2% | -0.8% |
| 30D | +1.9% | +2.0% | -0.1% | +1.2% |
| 3M | +15.5% | +24.3% | -8.7% | +7.5% |
| 6M | +16.6% | +21.1% | -4.4% | +9.3% |
| YTD | +5.7% | +30.4% | -24.7% | -3.6% |
| 1Y | +8.6% | +18.4% | -9.8% | +2.0% |
| 3Y | +52.5% | +65.5% | -13.0% | +26.0% |
| 5Y | +67.1% | +29.9% | +37.3% | +47.0% |
| All | +67.1% | +31.3% | +35.9% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling