+784.0%
AU vs LH
+7,544.3%
-6,760.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +0.6% | -3.2% | +3.8% | +1.1% |
| 30D | +12.3% | +0.1% | +12.2% | +12.3% |
| 3M | +29.4% | +18.6% | +10.7% | +26.5% |
| 6M | +3.2% | +17.9% | -14.7% | +1.0% |
| YTD | +31.8% | +28.9% | +2.9% | +27.6% |
| 1Y | +83.4% | +16.6% | +66.8% | +79.8% |
| 3Y | +623.1% | +63.6% | +559.5% | +576.3% |
| 5Y | +700.5% | +30.0% | +670.5% | +665.0% |
| 10Y | +717.6% | +191.9% | +525.6% | +598.4% |
| All | +784.0% | +7,544.3% | -6,760.3% | +536.0% |
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