+193.0%
ARM vs LH
+87.0%
+106.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.3% |
| 7D | -5.3% | +4.6% | -9.9% | -6.5% |
| 30D | -30.0% | +19.1% | -49.2% | -33.2% |
| 3M | -34.1% | +16.7% | -50.8% | -36.9% |
| 6M | -12.6% | +47.0% | -59.7% | -22.8% |
| YTD | +70.4% | +49.3% | +21.1% | +49.4% |
| 1Y | +22.3% | +48.6% | -26.4% | +7.1% |
| 3Y | +261.2% | +87.8% | +173.3% | +183.5% |
| All | +193.0% | +87.0% | +106.0% | +131.0% |
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