+11.9%
AG vs LH
+41.3%
-29.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -10.0% | +1.1% | -11.0% | -10.4% |
| 30D | -10.5% | +16.7% | -27.2% | -16.8% |
| 3M | -27.3% | +15.1% | -42.3% | -31.8% |
| 6M | -43.0% | +46.3% | -89.3% | -53.4% |
| YTD | -17.9% | +48.8% | -66.7% | -31.2% |
| 1Y | +11.9% | +39.7% | -27.8% | -0.7% |
| All | +11.9% | +41.3% | -29.4% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling