+53.1%
AIG vs LH
+27.0%
+26.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -1.2% | -4.7% | +3.5% | +0.3% |
| 30D | -1.1% | -3.5% | +2.4% | 0.0% |
| 3M | +0.7% | +17.7% | -17.0% | -4.7% |
| 6M | -2.2% | +15.8% | -17.9% | -7.0% |
| YTD | -10.8% | +25.1% | -35.9% | -17.7% |
| 1Y | -2.0% | +12.5% | -14.5% | -6.4% |
| 3Y | +34.8% | +59.8% | -24.9% | +11.0% |
| All | +53.1% | +27.0% | +26.1% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling