+26.3%
ACI vs LH
+149.2%
-122.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +0.2% | -2.5% | +2.6% | +0.5% |
| 30D | +5.9% | +4.3% | +1.6% | +5.2% |
| 3M | -19.8% | +25.5% | -45.3% | -22.7% |
| 6M | -24.7% | +17.0% | -41.7% | -26.7% |
| YTD | -24.4% | +31.3% | -55.7% | -27.8% |
| 1Y | -31.5% | +20.0% | -51.5% | -33.6% |
| 3Y | -38.7% | +63.9% | -102.5% | -44.0% |
| 5Y | -42.8% | +30.9% | -73.7% | -47.2% |
| All | +26.3% | +149.2% | -122.9% | -0.3% |
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