+336.1%
AA vs LH
+1,382.1%
-1,046.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | +5.0% | +4.3% | +0.6% | +4.1% |
| 3M | -35.8% | +25.5% | -61.4% | -38.9% |
| 6M | -18.4% | +17.0% | -35.4% | -21.2% |
| YTD | -5.5% | +31.3% | -36.7% | -11.0% |
| 1Y | +61.0% | +20.0% | +41.0% | +54.3% |
| 3Y | +66.2% | +63.9% | +2.3% | +49.2% |
| 5Y | +11.4% | +30.9% | -19.5% | +4.5% |
| 10Y | +116.9% | +191.4% | -74.5% | +75.0% |
| All | +336.1% | +1,382.1% | -1,046.0% | +175.3% |
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 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