+16.0%
AA vs LH
+44.2%
-28.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.2% | +2.2% |
| 7D | +0.9% | +2.1% | -1.2% | +0.6% |
| 30D | -6.4% | +19.2% | -25.6% | -8.9% |
| 3M | -13.0% | +18.0% | -31.0% | -14.9% |
| 6M | -34.6% | +46.1% | -80.7% | -37.9% |
| YTD | -23.0% | +47.7% | -70.7% | -26.2% |
| 1Y | +16.0% | +47.2% | -31.2% | +12.5% |
| All | +16.0% | +44.2% | -28.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling