+103.1%
ARM vs LH
+16.1%
+87.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +3.7% |
| 7D | +5.5% | -2.5% | +7.9% | +5.1% |
| 30D | -8.2% | +4.3% | -12.5% | -7.8% |
| 3M | -35.9% | +25.5% | -61.5% | -34.3% |
| 6M | +103.1% | +17.0% | +86.2% | +127.7% |
| All | +103.1% | +16.1% | +87.1% | +127.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling