+199.6%
ARM vs LH
+86.3%
+113.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | +9.1% | +1.1% | +8.0% | +8.8% |
| 30D | -19.9% | +16.7% | -36.7% | -23.1% |
| 3M | -31.6% | +15.1% | -46.7% | -34.2% |
| 6M | -13.9% | +46.3% | -60.2% | -23.7% |
| YTD | +74.3% | +48.8% | +25.5% | +53.0% |
| 1Y | +35.8% | +39.7% | -3.9% | +22.2% |
| 3Y | +268.6% | +87.0% | +181.6% | +189.8% |
| All | +199.6% | +86.3% | +113.3% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling