+228.8%
VIK vs LH
+67.5%
+161.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -3.0% | -2.5% | -0.6% | -2.0% |
| 30D | -20.7% | +4.3% | -25.1% | -22.3% |
| 3M | -4.6% | +25.5% | -30.2% | -14.2% |
| 6M | +14.0% | +17.0% | -3.0% | +5.9% |
| YTD | +20.2% | +31.3% | -11.1% | +5.8% |
| 1Y | +36.0% | +20.0% | +16.0% | +24.5% |
| All | +228.8% | +67.5% | +161.3% | +181.5% |
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