+87.0%
LH vs ABCL
+185.8%
-98.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +1.1% | -3.3% | +4.3% | +1.2% |
| 30D | +16.7% | -7.1% | +23.9% | +17.0% |
| 3M | +15.1% | +4.7% | +10.4% | +14.6% |
| 6M | +46.3% | +140.9% | -94.5% | +39.3% |
| YTD | +48.8% | +236.0% | -187.2% | +38.4% |
| 1Y | +39.7% | +217.4% | -177.7% | +30.3% |
| 3Y | +87.0% | +188.7% | -101.7% | +72.4% |
| All | +87.0% | +185.8% | -98.8% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling