+120.4%
AS vs LH
+54.5%
+65.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.1% |
| 7D | -4.9% | -2.5% | -2.4% | -4.0% |
| 30D | -19.6% | +4.3% | -23.9% | -21.0% |
| 3M | -14.4% | +25.5% | -39.9% | -22.3% |
| 6M | -20.1% | +17.0% | -37.1% | -25.3% |
| YTD | -20.9% | +31.3% | -52.2% | -29.6% |
| 1Y | -21.9% | +20.0% | -41.8% | -28.1% |
| All | +120.4% | +54.5% | +65.8% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling