-14.1%
AIG vs LH
+1,355.8%
-1,370.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.7% |
| 7D | -1.4% | -3.2% | +1.7% | -0.8% |
| 30D | -3.3% | +0.1% | -3.5% | -3.4% |
| 3M | +2.2% | +18.6% | -16.5% | -1.5% |
| 6M | -2.1% | +17.9% | -20.1% | -5.6% |
| YTD | -11.2% | +28.9% | -40.1% | -16.0% |
| 1Y | -2.1% | +16.6% | -18.7% | -5.7% |
| 3Y | +34.4% | +63.6% | -29.2% | +19.9% |
| 5Y | +53.7% | +30.0% | +23.7% | +43.0% |
| 10Y | +64.4% | +191.9% | -127.5% | +30.9% |
| All | -14.1% | +1,355.8% | -1,370.0% | -47.8% |
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 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