+227.1%
ACWI vs LH
+263.2%
-36.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -2.0% | +18.0% | -20.0% | -7.7% |
| 3M | -2.2% | +15.7% | -17.8% | -7.3% |
| 6M | +1.9% | +46.6% | -44.8% | -11.6% |
| YTD | +12.0% | +49.5% | -37.5% | -3.9% |
| 1Y | +12.5% | +40.2% | -27.7% | -1.2% |
| 3Y | +75.4% | +87.6% | -12.2% | +35.6% |
| 5Y | +61.5% | +59.3% | +2.2% | +30.6% |
| 10Y | +227.1% | +266.1% | -38.9% | +88.1% |
| All | +227.1% | +263.2% | -36.1% | +88.1% |
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