+259.1%
AA vs LH
+1,587.6%
-1,328.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -1.3% | +18.0% | -19.2% | -4.7% |
| 3M | -23.9% | +15.7% | -39.6% | -26.3% |
| 6M | -36.8% | +46.6% | -83.4% | -41.9% |
| YTD | -22.2% | +49.5% | -71.6% | -28.8% |
| 1Y | +10.4% | +40.2% | -29.8% | +2.3% |
| 3Y | +72.0% | +87.6% | -15.6% | +50.0% |
| 5Y | -15.6% | +59.3% | -74.9% | -24.0% |
| 10Y | +47.8% | +266.1% | -218.3% | +14.3% |
| All | +259.1% | +1,587.6% | -1,328.5% | +120.3% |
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