-21.9%
AS vs LH
+20.0%
-41.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.9% |
| 7D | -4.9% | -2.5% | -2.4% | -4.4% |
| 30D | -19.6% | +4.3% | -23.9% | -20.5% |
| 3M | -14.4% | +25.5% | -39.9% | -19.3% |
| 6M | -20.1% | +17.0% | -37.1% | -23.7% |
| YTD | -20.9% | +31.3% | -52.2% | -25.0% |
| 1Y | -21.9% | +20.0% | -41.8% | -26.8% |
| All | -21.9% | +20.0% | -41.9% | -26.8% |
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