+198.3%
W vs LH
+350.0%
-151.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.5% |
| 7D | +1.1% | +4.8% | -3.7% | -2.6% |
| 30D | +6.4% | +18.8% | -12.4% | -8.3% |
| 3M | +9.0% | +15.7% | -6.7% | -4.1% |
| 6M | +69.8% | +46.7% | +23.2% | +21.8% |
| YTD | +12.1% | +48.9% | -36.9% | -21.7% |
| 1Y | 0.0% | +43.5% | -43.4% | -27.8% |
| 3Y | +160.3% | +86.9% | +73.4% | +45.1% |
| 5Y | -53.3% | +60.4% | -113.7% | -70.0% |
| 10Y | +217.0% | +260.7% | -43.8% | +3.4% |
| All | +198.3% | +350.0% | -151.7% | -15.1% |
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