+123.6%
LH vs ABCL
-79.5%
+203.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +1.1% |
| 7D | +4.6% | +12.4% | -7.8% | +3.7% |
| 30D | +19.1% | -0.4% | +19.5% | +19.0% |
| 3M | +16.7% | +80.4% | -63.6% | +11.8% |
| 6M | +47.0% | +138.5% | -91.5% | +37.5% |
| YTD | +49.3% | +265.5% | -216.2% | +34.8% |
| 1Y | +48.6% | +219.7% | -171.1% | +35.3% |
| 3Y | +87.8% | +209.4% | -121.6% | +65.6% |
| 5Y | +65.0% | -15.0% | +80.1% | +53.8% |
| All | +123.6% | -79.5% | +203.1% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling