-45.1%
ALB vs LH
+28.2%
-73.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.1% |
| 7D | -8.6% | -3.2% | -5.4% | -6.6% |
| 30D | -4.0% | +0.1% | -4.2% | -4.2% |
| 3M | -17.4% | +18.6% | -36.0% | -26.8% |
| 6M | -25.4% | +17.9% | -43.3% | -33.8% |
| YTD | -10.5% | +28.9% | -39.5% | -25.6% |
| 1Y | +75.8% | +16.6% | +59.2% | +55.7% |
| 3Y | -28.5% | +63.6% | -92.1% | -49.5% |
| 5Y | -45.1% | +30.0% | -75.1% | -57.0% |
| All | -45.1% | +28.2% | -73.3% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling