-39.8%
AA vs LH
+46.3%
-86.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +5.3% | +2.5% | +2.8% | +4.9% |
| 30D | -2.3% | +18.7% | -21.0% | -3.9% |
| 3M | -20.8% | +15.3% | -36.2% | -21.9% |
| 6M | -39.8% | +45.4% | -85.2% | -38.3% |
| All | -39.8% | +46.3% | -86.1% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling