-9.5%
AZO vs LH
+44.2%
-53.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | 0.0% | +2.8% |
| 7D | +5.3% | +2.1% | +3.3% | +4.7% |
| 30D | +18.4% | +19.2% | -0.7% | +12.5% |
| 3M | +9.8% | +18.0% | -8.2% | +4.1% |
| 6M | -4.5% | +46.1% | -50.6% | -16.6% |
| YTD | -1.9% | +47.7% | -49.6% | -13.1% |
| 1Y | -9.5% | +47.2% | -56.8% | -19.7% |
| All | -9.5% | +44.2% | -53.8% | -19.7% |
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