+137.8%
AS vs LH
+75.3%
+62.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +4.5% | +4.8% | -0.3% | +2.8% |
| 30D | +13.2% | +18.8% | -5.6% | +6.1% |
| 3M | -11.9% | +15.7% | -27.6% | -16.8% |
| 6M | -11.6% | +46.7% | -58.2% | -24.5% |
| YTD | -14.7% | +48.9% | -63.6% | -27.6% |
| 1Y | +5.7% | +43.5% | -37.8% | -9.0% |
| All | +137.8% | +75.3% | +62.4% | +86.6% |
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