+41.6%
AA vs LH
+261.9%
-220.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +0.5% | +1.1% | -0.6% | 0.0% |
| 30D | -0.6% | +16.7% | -17.3% | -9.3% |
| 3M | -19.7% | +15.1% | -34.7% | -26.2% |
| 6M | -41.6% | +46.3% | -87.9% | -53.6% |
| YTD | -24.6% | +48.8% | -73.4% | -41.2% |
| 1Y | +4.9% | +39.7% | -34.8% | -15.0% |
| 3Y | +66.8% | +87.0% | -20.2% | +11.5% |
| 5Y | -19.4% | +53.0% | -72.4% | -40.5% |
| All | +41.6% | +261.9% | -220.3% | -33.0% |
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