+47.2%
LH vs ABCL
+138.2%
-91.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.9% |
| 7D | +2.1% | -10.0% | +12.1% | +2.4% |
| 30D | +19.2% | -10.9% | +30.0% | +19.5% |
| 3M | +18.0% | +101.6% | -83.6% | +15.6% |
| 6M | +46.1% | +167.5% | -121.5% | +41.6% |
| YTD | +47.7% | +259.1% | -211.4% | +40.6% |
| 1Y | +47.2% | +152.2% | -104.9% | +40.2% |
| All | +47.2% | +138.2% | -91.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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