+1,697.2%
ACN vs LH
+846.6%
+850.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.8% |
| 7D | -1.5% | -2.5% | +0.9% | -0.6% |
| 30D | +9.4% | +4.3% | +5.0% | +7.6% |
| 3M | +5.6% | +25.5% | -19.9% | -3.1% |
| 6M | -9.3% | +17.0% | -26.2% | -14.6% |
| YTD | -29.0% | +31.3% | -60.2% | -36.1% |
| 1Y | -24.7% | +20.0% | -44.6% | -30.0% |
| 3Y | -39.8% | +63.9% | -103.7% | -51.0% |
| 5Y | -40.9% | +30.9% | -71.8% | -48.1% |
| 10Y | +91.1% | +191.4% | -100.3% | +20.4% |
| All | +1,697.2% | +846.6% | +850.6% | +668.7% |
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