+580.9%
VRSK vs LH
+480.5%
+100.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -5.2% | -4.7% | -0.5% | -3.6% |
| 30D | -2.3% | -3.5% | +1.2% | -1.2% |
| 3M | -2.9% | +17.7% | -20.6% | -8.4% |
| 6M | -12.8% | +15.8% | -28.6% | -17.4% |
| YTD | -20.8% | +25.1% | -45.9% | -27.2% |
| 1Y | -33.2% | +12.5% | -45.7% | -36.4% |
| 3Y | -26.6% | +59.8% | -86.3% | -39.2% |
| 5Y | -11.3% | +27.1% | -38.4% | -21.3% |
| 10Y | +126.1% | +183.2% | -57.1% | +45.1% |
| All | +580.9% | +480.5% | +100.4% | +277.9% |
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