+151.8%
ACN vs LH
+263.7%
-111.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | +2.5% | -8.2% | -6.8% |
| 30D | +17.0% | +18.7% | -1.7% | +7.9% |
| 3M | +39.9% | +15.3% | +24.5% | +30.4% |
| 6M | +50.2% | +45.4% | +4.8% | +25.7% |
| YTD | -4.2% | +49.5% | -53.7% | -21.0% |
| 1Y | +4.3% | +41.4% | -37.1% | -11.8% |
| 3Y | -17.1% | +87.6% | -104.7% | -39.9% |
| 5Y | -26.5% | +53.8% | -80.3% | -42.2% |
| All | +151.8% | +263.7% | -111.9% | +27.5% |
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