+65.7%
AG vs LH
+261.9%
-196.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -10.0% | +1.1% | -11.0% | -10.2% |
| 30D | -10.5% | +16.7% | -27.2% | -14.6% |
| 3M | -27.3% | +15.1% | -42.3% | -30.3% |
| 6M | -43.0% | +46.3% | -89.3% | -49.3% |
| YTD | -17.9% | +48.8% | -66.7% | -27.1% |
| 1Y | +11.9% | +39.7% | -27.8% | +1.2% |
| 3Y | +201.8% | +87.0% | +114.8% | +147.1% |
| 5Y | -0.1% | +53.0% | -53.1% | -14.7% |
| All | +65.7% | +261.9% | -196.2% | +14.7% |
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