+131.9%
AS vs LH
+76.0%
+56.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | +9.6% | +18.0% | -8.4% | +2.9% |
| 3M | -8.2% | +15.7% | -23.9% | -13.3% |
| 6M | -9.9% | +46.6% | -56.6% | -23.1% |
| YTD | -16.8% | +49.5% | -66.3% | -29.5% |
| 1Y | +3.0% | +40.2% | -37.2% | -10.4% |
| All | +131.9% | +76.0% | +56.0% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling