+445.6%
AG vs LH
+477.8%
-32.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | +1.0% | -2.5% | +3.5% | +1.9% |
| 30D | +19.2% | +4.3% | +14.8% | +17.7% |
| 3M | +6.2% | +25.5% | -19.4% | -1.6% |
| 6M | -26.7% | +17.0% | -43.6% | -30.5% |
| YTD | +26.1% | +31.3% | -5.1% | +15.5% |
| 1Y | +131.7% | +20.0% | +111.7% | +118.2% |
| 3Y | +255.3% | +63.9% | +191.5% | +198.3% |
| 5Y | +61.9% | +30.9% | +31.1% | +44.0% |
| 10Y | +72.0% | +191.4% | -119.4% | +12.2% |
| All | +445.6% | +477.8% | -32.1% | +147.2% |
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