+10.3%
ARM vs LH
+49.6%
-39.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.8% |
| 7D | -15.2% | +1.4% | -16.7% | -15.1% |
| 30D | -40.7% | +17.5% | -58.2% | -39.7% |
| 3M | -39.1% | +16.1% | -55.1% | -38.1% |
| 6M | -26.4% | +43.4% | -69.8% | -23.9% |
| YTD | +59.7% | +47.2% | +12.5% | +70.5% |
| 1Y | +10.3% | +50.1% | -39.8% | +20.7% |
| All | +10.3% | +49.6% | -39.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling