-43.5%
ACN vs LH
+23.7%
-67.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +3.2% |
| 7D | -7.9% | -7.4% | -0.5% | -4.6% |
| 30D | -1.1% | -4.6% | +3.5% | +1.1% |
| 3M | +5.6% | +14.5% | -8.9% | -0.8% |
| 6M | -9.9% | +14.8% | -24.7% | -15.6% |
| YTD | -32.3% | +23.3% | -55.6% | -38.7% |
| 1Y | -25.3% | +13.6% | -38.9% | -30.1% |
| 3Y | -42.3% | +56.3% | -98.6% | -54.4% |
| 5Y | -43.5% | +25.2% | -68.7% | -50.3% |
| All | -43.5% | +23.7% | -67.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling