+24.5%
ALAB vs LH
+44.2%
-19.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.3% | -3.9% |
| 7D | -24.9% | +2.1% | -27.0% | -24.6% |
| 30D | -38.4% | +19.2% | -57.5% | -36.1% |
| 3M | -38.3% | +18.0% | -56.3% | -36.1% |
| 6M | +10.9% | +46.1% | -35.1% | +18.9% |
| YTD | +34.2% | +47.7% | -13.5% | +41.2% |
| 1Y | +24.5% | +47.2% | -22.7% | +30.2% |
| All | +24.5% | +44.2% | -19.7% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling