+222.2%
ACWI vs LH
+259.5%
-37.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | +0.3% | +4.6% | -4.2% | -1.2% |
| 30D | -2.8% | +19.1% | -21.9% | -8.7% |
| 3M | -3.2% | +16.7% | -19.9% | -8.5% |
| 6M | +1.3% | +47.0% | -45.8% | -12.2% |
| YTD | +11.2% | +49.3% | -38.1% | -4.5% |
| 1Y | +13.8% | +48.6% | -34.9% | -2.2% |
| 3Y | +76.2% | +87.8% | -11.6% | +36.2% |
| 5Y | +59.5% | +65.0% | -5.6% | +27.2% |
| 10Y | +222.2% | +275.0% | -52.8% | +87.0% |
| All | +222.2% | +259.5% | -37.3% | +87.0% |
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