+2,885.9%
ALB vs LH
+1,053.2%
+1,832.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -4.1% |
| 7D | -8.1% | -2.5% | -5.6% | -7.5% |
| 30D | +6.3% | +4.3% | +1.9% | +5.3% |
| 3M | -23.6% | +25.5% | -49.1% | -27.6% |
| 6M | -24.6% | +17.0% | -41.6% | -27.5% |
| YTD | -10.3% | +31.3% | -41.5% | -15.9% |
| 1Y | +61.5% | +20.0% | +41.5% | +54.2% |
| 3Y | -34.0% | +63.9% | -97.8% | -40.7% |
| 5Y | -44.6% | +30.9% | -75.4% | -48.0% |
| 10Y | +76.1% | +191.4% | -115.3% | +40.7% |
| All | +2,885.9% | +1,053.2% | +1,832.6% | +1,746.8% |
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