+22.1%
ALNY vs LH
+58.7%
-36.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | -6.5% | -4.7% | -1.9% | -4.5% |
| 30D | +11.0% | -3.5% | +14.5% | +12.8% |
| 3M | -14.1% | +17.7% | -31.8% | -21.2% |
| 6M | -22.4% | +15.8% | -38.2% | -28.4% |
| YTD | -37.5% | +25.1% | -62.6% | -44.8% |
| 1Y | -46.9% | +12.5% | -59.4% | -50.5% |
| 3Y | +22.1% | +59.8% | -37.7% | -6.6% |
| All | +22.1% | +58.7% | -36.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling