-34.2%
ACI vs LH
+11.8%
-46.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.8% |
| 7D | -7.1% | -7.4% | +0.3% | -6.4% |
| 30D | -4.5% | -4.6% | +0.1% | -4.0% |
| 3M | -22.3% | +14.5% | -36.8% | -24.1% |
| 6M | -28.4% | +14.8% | -43.2% | -30.2% |
| YTD | -29.5% | +23.3% | -52.8% | -33.3% |
| 1Y | -34.2% | +13.6% | -47.8% | -35.1% |
| All | -34.2% | +11.8% | -46.0% | -35.1% |
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