+580.0%
XYZ vs LH
+186.0%
+394.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +2.9% | -0.8% | +3.7% | +3.6% |
| 30D | +1.4% | +2.0% | -0.6% | -0.1% |
| 3M | +14.6% | +24.3% | -9.7% | -3.3% |
| 6M | +20.8% | +21.1% | -0.3% | +3.7% |
| YTD | +23.1% | +30.4% | -7.4% | -0.9% |
| 1Y | +5.6% | +18.4% | -12.7% | -9.2% |
| 3Y | +50.9% | +65.5% | -14.6% | -3.3% |
| 5Y | -68.6% | +29.9% | -98.4% | -75.6% |
| 10Y | +580.0% | +186.6% | +393.3% | +193.9% |
| All | +580.0% | +186.0% | +394.0% | +193.9% |
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 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