+22,188.9%
AFL vs LH
+1,372.9%
+20,816.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -7.1% | +2.0% | -9.1% | -7.5% |
| 3M | +0.4% | +24.3% | -23.8% | -3.7% |
| 6M | +4.5% | +21.1% | -16.5% | +0.7% |
| YTD | +6.1% | +30.4% | -24.4% | +0.7% |
| 1Y | +10.6% | +18.4% | -7.8% | +6.7% |
| 3Y | +64.0% | +65.5% | -1.4% | +48.1% |
| 5Y | +133.7% | +29.9% | +103.9% | +119.0% |
| 10Y | +298.0% | +186.6% | +111.4% | +222.3% |
| All | +22,188.9% | +1,372.9% | +20,816.0% | +13,808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling