-27.2%
ALB vs LH
+65.4%
-92.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | -4.4% | -0.8% | -3.6% | -3.8% |
| 30D | -1.2% | +2.0% | -3.2% | -2.5% |
| 3M | -13.3% | +24.3% | -37.6% | -26.3% |
| 6M | -19.8% | +21.1% | -40.8% | -30.7% |
| YTD | -7.9% | +30.4% | -38.4% | -25.3% |
| 1Y | +60.2% | +18.4% | +41.8% | +39.2% |
| All | -27.2% | +65.4% | -92.6% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling