+18.4%
LH vs ABCL
+171.1%
-152.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.8% | +1.4% | -2.3% | -0.9% |
| 30D | +2.0% | +65.1% | -63.1% | +0.6% |
| 3M | +24.3% | +111.1% | -86.8% | +21.9% |
| 6M | +21.1% | +231.6% | -210.5% | +16.7% |
| YTD | +30.4% | +234.5% | -204.1% | +25.2% |
| 1Y | +18.4% | +174.3% | -156.0% | +15.2% |
| All | +18.4% | +171.1% | -152.7% | +15.2% |
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