+133.7%
AS vs LH
+71.8%
+62.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | +7.1% | -1.3% | +8.4% | +7.6% |
| 30D | +12.8% | +16.6% | -3.7% | +6.4% |
| 3M | -14.7% | +16.0% | -30.7% | -19.6% |
| 6M | -9.9% | +42.0% | -51.9% | -22.2% |
| YTD | -16.1% | +45.9% | -62.0% | -28.3% |
| 1Y | +0.2% | +46.4% | -46.2% | -14.7% |
| All | +133.7% | +71.8% | +62.0% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling