+208.8%
ALLE vs LH
+267.5%
-58.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +0.1% | +4.8% | -4.7% | -2.1% |
| 30D | +25.9% | +18.8% | +7.1% | +16.0% |
| 3M | +14.9% | +15.7% | -0.8% | +6.9% |
| 6M | +42.1% | +46.7% | -4.6% | +18.3% |
| YTD | +20.4% | +48.9% | -28.5% | -0.7% |
| 1Y | +14.9% | +43.5% | -28.6% | -3.6% |
| 3Y | +90.1% | +86.9% | +3.2% | +38.6% |
| 5Y | +53.0% | +60.4% | -7.4% | +17.8% |
| 10Y | +208.8% | +260.7% | -51.9% | +54.9% |
| All | +208.8% | +267.5% | -58.6% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling