+163.6%
W vs LH
+296.6%
-133.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.7% |
| 7D | -4.2% | -2.5% | -1.7% | -2.1% |
| 30D | -7.6% | +4.3% | -11.9% | -10.9% |
| 3M | +37.2% | +25.5% | +11.6% | +12.7% |
| 6M | +26.3% | +17.0% | +9.4% | +10.3% |
| YTD | -1.0% | +31.3% | -32.2% | -22.7% |
| 1Y | +20.1% | +20.0% | +0.1% | +0.1% |
| 3Y | +37.8% | +63.9% | -26.1% | -14.2% |
| 5Y | -63.7% | +30.9% | -94.5% | -72.2% |
| 10Y | +156.3% | +191.4% | -35.1% | -2.6% |
| All | +163.6% | +296.6% | -133.0% | -16.1% |
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