+50.6%
AA vs LH
+14.9%
+35.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -3.4% | -4.7% | +1.3% | -2.3% |
| 30D | -5.8% | -3.5% | -2.3% | -5.0% |
| 3M | -29.9% | +17.7% | -47.6% | -31.8% |
| 6M | -27.0% | +15.8% | -42.8% | -28.8% |
| YTD | -8.7% | +25.1% | -33.8% | -13.5% |
| 1Y | +50.6% | +12.5% | +38.1% | +56.3% |
| All | +50.6% | +14.9% | +35.7% | +56.3% |
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