+295.8%
AFL vs LH
+183.3%
+112.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -1.6% | -4.7% | +3.0% | +0.4% |
| 30D | -4.0% | -3.5% | -0.5% | -2.7% |
| 3M | -0.5% | +17.7% | -18.2% | -7.7% |
| 6M | +6.5% | +15.8% | -9.2% | -0.7% |
| YTD | +6.2% | +25.1% | -18.9% | -4.6% |
| 1Y | +8.3% | +12.5% | -4.2% | +1.6% |
| 3Y | +62.5% | +59.8% | +2.8% | +27.5% |
| 5Y | +136.2% | +27.1% | +109.1% | +101.7% |
| All | +295.8% | +183.3% | +112.6% | +120.3% |
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 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