-59.6%
ACHR vs LH
+124.8%
-184.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.7% |
| 7D | -9.2% | +1.1% | -10.3% | -9.7% |
| 30D | -1.0% | +16.7% | -17.7% | -8.8% |
| 3M | -42.2% | +15.1% | -57.3% | -46.5% |
| 6M | -38.2% | +46.3% | -84.5% | -50.6% |
| YTD | -46.4% | +48.8% | -95.2% | -57.6% |
| 1Y | -49.4% | +39.7% | -89.1% | -58.4% |
| 3Y | -22.5% | +87.0% | -109.5% | -46.8% |
| 5Y | -29.8% | +53.0% | -82.8% | -49.5% |
| All | -59.6% | +124.8% | -184.4% | -74.2% |
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