+68.0%
ACWI vs LH
+31.5%
+36.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +0.5% | -2.5% | +2.9% | +1.2% |
| 30D | +0.9% | +4.3% | -3.5% | -0.4% |
| 3M | +2.4% | +25.5% | -23.1% | -4.6% |
| 6M | +12.4% | +17.0% | -4.6% | +6.9% |
| YTD | +15.2% | +31.3% | -16.1% | +5.4% |
| 1Y | +22.7% | +20.0% | +2.7% | +15.3% |
| 3Y | +75.8% | +63.9% | +11.9% | +46.2% |
| All | +68.0% | +31.5% | +36.5% | +44.3% |
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