+62.6%
XYZ vs LH
+86.5%
-23.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | -1.1% | +1.1% | -2.1% | -1.5% |
| 30D | +11.5% | +16.7% | -5.2% | +3.9% |
| 3M | +1.8% | +15.1% | -13.3% | -4.6% |
| 6M | +21.2% | +46.3% | -25.1% | +1.1% |
| YTD | +29.9% | +48.8% | -18.8% | +7.1% |
| 1Y | +35.8% | +39.7% | -3.9% | +15.6% |
| 3Y | +62.6% | +87.0% | -24.5% | +18.8% |
| All | +62.6% | +86.5% | -23.9% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling