+3,313.2%
V vs LH
+506.3%
+2,806.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.6% | +4.8% | -4.2% | -1.4% |
| 30D | +9.7% | +18.8% | -9.1% | +1.3% |
| 3M | +17.3% | +15.7% | +1.6% | +9.5% |
| 6M | +33.2% | +46.7% | -13.5% | +11.5% |
| YTD | +21.3% | +48.9% | -27.6% | +0.2% |
| 1Y | +27.3% | +43.5% | -16.1% | +7.0% |
| 3Y | +76.1% | +86.9% | -10.8% | +28.2% |
| 5Y | +103.5% | +60.4% | +43.1% | +55.6% |
| 10Y | +454.5% | +260.7% | +193.7% | +159.2% |
| All | +3,313.2% | +506.3% | +2,806.9% | +853.3% |
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 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