+400.4%
ALAB vs LH
+59.9%
+340.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.1% | +10.1% |
| 7D | +7.2% | -2.5% | +9.7% | +7.8% |
| 30D | -2.5% | +4.3% | -6.9% | -3.6% |
| 3M | -13.3% | +25.5% | -38.8% | -18.6% |
| 6M | +172.8% | +17.0% | +155.9% | +161.9% |
| YTD | +86.6% | +31.3% | +55.3% | +70.5% |
| 1Y | +65.2% | +20.0% | +45.2% | +55.8% |
| All | +400.4% | +59.9% | +340.5% | +306.2% |
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 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