+282.7%
AG vs LH
+63.5%
+219.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.5% |
| 7D | -0.1% | -3.2% | +3.1% | +1.0% |
| 30D | +12.5% | +0.1% | +12.3% | +12.6% |
| 3M | +28.2% | +18.6% | +9.5% | +21.8% |
| 6M | -18.8% | +17.9% | -36.8% | -22.9% |
| YTD | +27.4% | +28.9% | -1.6% | +18.8% |
| 1Y | +132.2% | +16.6% | +115.6% | +121.6% |
| All | +282.7% | +63.5% | +219.2% | +212.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling