+34.7%
ALAB vs LH
+18.3%
+16.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -7.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.0% |
| 30D | -13.6% | +2.0% | -15.6% | -13.2% |
| 3M | -16.6% | +24.3% | -40.9% | -12.3% |
| 6M | +142.3% | +21.1% | +121.3% | +153.2% |
| YTD | +73.6% | +30.4% | +43.2% | +83.7% |
| All | +34.7% | +18.3% | +16.4% | +36.2% |
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