+2,926.4%
V vs LH
+434.4%
+2,492.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -1.7% | -2.5% | +0.7% | -0.6% |
| 30D | +2.0% | +4.3% | -2.4% | 0.0% |
| 3M | +17.4% | +25.5% | -8.2% | +5.7% |
| 6M | +17.5% | +17.0% | +0.5% | +9.0% |
| YTD | +7.6% | +31.3% | -23.7% | -5.6% |
| 1Y | +7.7% | +20.0% | -12.3% | -2.0% |
| 3Y | +54.7% | +63.9% | -9.2% | +19.6% |
| 5Y | +73.0% | +30.9% | +42.2% | +45.7% |
| 10Y | +390.9% | +191.4% | +199.5% | +153.9% |
| All | +2,926.4% | +434.4% | +2,492.0% | +797.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling