+286.5%
ARM vs LH
+87.4%
+199.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +19.8% | +2.5% | +17.3% | +19.1% |
| 30D | -21.8% | +18.7% | -40.5% | -24.9% |
| 3M | -26.5% | +15.3% | -41.9% | -29.1% |
| 6M | -3.9% | +45.4% | -49.3% | -13.9% |
| YTD | +82.8% | +49.5% | +33.3% | +61.9% |
| 1Y | +34.3% | +41.4% | -7.1% | +21.4% |
| All | +286.5% | +87.4% | +199.1% | +270.1% |
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 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