+66.5%
AG vs LH
+179.1%
-112.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -3.6% |
| 7D | -5.8% | -7.4% | +1.6% | -3.6% |
| 30D | +6.4% | -4.6% | +11.0% | +8.0% |
| 3M | +28.4% | +14.5% | +13.9% | +23.4% |
| 6M | -24.5% | +14.8% | -39.3% | -27.6% |
| YTD | +21.2% | +23.3% | -2.1% | +14.2% |
| 1Y | +114.1% | +13.6% | +100.5% | +106.4% |
| 3Y | +268.0% | +56.3% | +211.7% | +219.4% |
| 5Y | +67.3% | +25.2% | +42.1% | +51.9% |
| All | +66.5% | +179.1% | -112.6% | +30.0% |
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