-62.1%
W vs LH
+31.3%
-93.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +1.1% |
| 7D | +6.5% | -0.8% | +7.3% | +7.2% |
| 30D | -6.2% | +2.0% | -8.2% | -7.9% |
| 3M | +48.9% | +24.3% | +24.6% | +23.0% |
| 6M | +31.2% | +21.1% | +10.1% | +10.8% |
| YTD | -0.4% | +30.4% | -30.9% | -22.6% |
| 1Y | +14.8% | +18.4% | -3.5% | -3.7% |
| 3Y | +40.5% | +65.5% | -25.0% | -17.8% |
| 5Y | -62.1% | +29.9% | -92.0% | -75.0% |
| All | -62.1% | +31.3% | -93.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling