+533.2%
XYZ vs LH
+224.2%
+309.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.3% |
| 7D | -1.0% | -2.5% | +1.5% | +1.0% |
| 30D | -1.7% | +4.3% | -6.1% | -4.8% |
| 3M | +16.7% | +25.5% | -8.8% | -2.1% |
| 6M | +26.9% | +17.0% | +9.9% | +11.9% |
| YTD | +27.1% | +31.3% | -4.1% | +2.1% |
| 1Y | +9.3% | +20.0% | -10.7% | -6.9% |
| 3Y | +42.3% | +63.9% | -21.6% | -7.6% |
| 5Y | -69.3% | +30.9% | -100.2% | -76.2% |
| 10Y | +586.8% | +191.4% | +395.4% | +190.4% |
| All | +533.2% | +224.2% | +309.0% | +136.4% |
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