+152.3%
W vs LH
+179.1%
-26.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | +1.3% |
| 7D | +0.5% | -7.4% | +7.9% | +7.6% |
| 30D | -5.6% | -4.6% | -1.0% | -1.5% |
| 3M | +41.9% | +14.5% | +27.4% | +25.3% |
| 6M | +30.2% | +14.8% | +15.4% | +14.8% |
| YTD | -2.9% | +23.3% | -26.2% | -20.9% |
| 1Y | +11.6% | +13.6% | -2.0% | -3.4% |
| 3Y | +37.0% | +56.3% | -19.4% | -13.7% |
| 5Y | -62.8% | +25.2% | -88.0% | -71.0% |
| All | +152.3% | +179.1% | -26.8% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling