+272.3%
ALAB vs LH
+82.1%
+190.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.7% |
| 7D | +3.4% | +1.2% | +2.2% | +3.2% |
| 30D | -28.8% | +18.0% | -46.7% | -30.9% |
| 3M | -26.0% | +15.7% | -41.7% | -28.1% |
| 6M | +11.4% | +46.6% | -35.3% | +1.1% |
| YTD | +38.8% | +49.5% | -10.7% | +23.7% |
| 1Y | +37.8% | +40.2% | -2.4% | +26.4% |
| All | +272.3% | +82.1% | +190.2% | +194.9% |
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 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