-45.0%
ACI vs LH
+63.5%
-108.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -5.0% | -3.2% | -1.9% | -4.8% |
| 30D | -2.3% | +0.1% | -2.5% | -2.3% |
| 3M | -23.2% | +18.6% | -41.8% | -24.7% |
| 6M | -29.5% | +17.9% | -47.4% | -30.8% |
| YTD | -28.6% | +28.9% | -57.5% | -30.8% |
| 1Y | -34.0% | +16.6% | -50.7% | -35.3% |
| All | -45.0% | +63.5% | -108.5% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling