-14.8%
ACN vs LH
+87.4%
-102.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | +19.0% | +18.0% | +1.0% | +11.5% |
| 3M | +42.2% | +15.7% | +26.5% | +34.2% |
| 6M | +50.1% | +46.6% | +3.5% | +29.4% |
| YTD | -2.7% | +49.5% | -52.2% | -16.8% |
| 1Y | +7.6% | +40.2% | -32.6% | -6.0% |
| All | -14.8% | +87.4% | -102.1% | -29.9% |
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