+270.3%
ALLE vs LH
+277.4%
-7.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | -0.2% | -2.5% | +2.2% | +0.9% |
| 30D | -6.8% | +4.3% | -11.1% | -8.6% |
| 3M | +21.0% | +25.5% | -4.5% | +9.0% |
| 6M | +1.1% | +17.0% | -15.9% | -6.1% |
| YTD | -0.5% | +31.3% | -31.8% | -12.4% |
| 1Y | -7.3% | +20.0% | -27.2% | -15.2% |
| 3Y | +42.3% | +63.9% | -21.6% | +11.2% |
| 5Y | +13.5% | +30.9% | -17.4% | -3.2% |
| 10Y | +144.0% | +191.4% | -47.3% | +34.8% |
| All | +270.3% | +277.4% | -7.1% | +77.9% |
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 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