+338.5%
ALLE vs LH
+323.2%
+15.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.6% | +1.4% | -2.0% | -1.2% |
| 30D | +25.3% | +17.5% | +7.8% | +16.2% |
| 3M | +10.3% | +16.1% | -5.8% | +2.6% |
| 6M | +38.0% | +43.4% | -5.3% | +16.6% |
| YTD | +17.8% | +47.2% | -29.4% | -1.9% |
| 1Y | +13.6% | +50.1% | -36.5% | -6.3% |
| 3Y | +89.2% | +81.2% | +8.0% | +40.9% |
| 5Y | +51.1% | +63.7% | -12.7% | +15.9% |
| 10Y | +228.1% | +269.2% | -41.0% | +63.4% |
| All | +338.5% | +323.2% | +15.3% | +99.2% |
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