+225.2%
ACWI vs LH
+261.9%
-36.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.4% | +1.1% | +1.4% | +2.1% |
| 30D | -1.7% | +16.7% | -18.4% | -7.0% |
| 3M | -3.9% | +15.1% | -19.0% | -8.8% |
| 6M | +0.8% | +46.3% | -45.5% | -12.5% |
| YTD | +11.0% | +48.8% | -37.7% | -4.6% |
| 1Y | +13.1% | +39.7% | -26.6% | -0.6% |
| 3Y | +73.9% | +87.0% | -13.2% | +34.5% |
| 5Y | +59.0% | +53.0% | +6.0% | +30.6% |
| All | +225.2% | +261.9% | -36.6% | +86.7% |
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 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