+5,453.2%
AGI vs LH
+1,229.8%
+4,223.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +2.2% | -3.2% | +5.4% | +2.8% |
| 30D | +11.3% | +0.1% | +11.1% | +11.3% |
| 3M | +5.6% | +18.6% | -13.0% | +2.7% |
| 6M | -27.7% | +17.9% | -45.6% | -29.6% |
| YTD | -4.1% | +28.9% | -33.0% | -7.9% |
| 1Y | +13.8% | +16.6% | -2.8% | +10.8% |
| 3Y | +217.0% | +63.6% | +153.5% | +191.0% |
| 5Y | +404.3% | +30.0% | +374.3% | +374.5% |
| 10Y | +400.5% | +191.9% | +208.6% | +304.2% |
| All | +5,453.2% | +1,229.8% | +4,223.3% | +3,257.9% |
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