+6.1%
AS vs LH
+49.6%
-43.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +6.9% | +1.4% | +5.5% | +6.5% |
| 30D | +16.0% | +17.5% | -1.5% | +11.4% |
| 3M | -12.8% | +16.1% | -28.9% | -16.2% |
| 6M | -15.4% | +43.4% | -58.7% | -24.2% |
| YTD | -15.7% | +47.2% | -62.9% | -22.6% |
| 1Y | +6.1% | +50.1% | -44.1% | -1.6% |
| All | +6.1% | +49.6% | -43.5% | -1.6% |
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 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