+219.8%
ARM vs LH
+87.2%
+132.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.4% | +11.7% | +11.9% |
| 7D | +6.0% | +1.2% | +4.8% | +5.8% |
| 30D | -20.3% | +18.0% | -38.3% | -23.7% |
| 3M | -24.4% | +15.7% | -40.1% | -27.4% |
| 6M | -4.4% | +46.6% | -51.0% | -15.4% |
| YTD | +86.0% | +49.5% | +36.6% | +63.1% |
| 1Y | +35.8% | +40.2% | -4.4% | +22.1% |
| 3Y | +289.1% | +87.6% | +201.5% | +205.9% |
| All | +219.8% | +87.2% | +132.6% | +152.1% |
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