+125.3%
AS vs LH
+76.0%
+49.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.6% | +2.5% | -6.1% | -4.5% |
| 30D | +3.4% | +18.7% | -15.3% | -3.1% |
| 3M | -8.6% | +15.3% | -23.9% | -13.6% |
| 6M | -10.0% | +45.4% | -55.4% | -22.9% |
| YTD | -19.2% | +49.5% | -68.7% | -31.5% |
| 1Y | -3.8% | +41.4% | -45.2% | -16.6% |
| All | +125.3% | +76.0% | +49.3% | +76.6% |
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