-12.8%
VRSK vs LH
+17.0%
-29.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -5.2% | -4.7% | -0.5% | -3.3% |
| 30D | -2.3% | -3.5% | +1.2% | -0.9% |
| 3M | -2.9% | +17.7% | -20.6% | -10.6% |
| 6M | -12.8% | +15.8% | -28.6% | -19.8% |
| All | -12.8% | +17.0% | -29.8% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling