-1.8%
AGG vs LH
+20.2%
-22.0%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | -0.2% | +0.1% | -0.4% | -0.2% |
| 3M | -0.7% | +18.6% | -19.3% | -1.6% |
| 6M | -1.8% | +17.9% | -19.7% | -2.7% |
| All | -1.8% | +20.2% | -22.0% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling