+64.2%
AIG vs LH
+183.3%
-119.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.4% |
| 7D | -1.2% | -4.7% | +3.5% | +1.2% |
| 30D | -1.1% | -3.5% | +2.4% | +0.6% |
| 3M | +0.7% | +17.7% | -17.0% | -7.9% |
| 6M | -2.2% | +15.8% | -17.9% | -10.0% |
| YTD | -10.8% | +25.1% | -35.9% | -21.6% |
| 1Y | -2.0% | +12.5% | -14.5% | -9.4% |
| 3Y | +34.8% | +59.8% | -24.9% | -0.5% |
| 5Y | +55.0% | +27.1% | +28.0% | +27.7% |
| All | +64.2% | +183.3% | -119.1% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling