+60.4%
LH vs ABCL
-21.8%
+82.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +0.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.6% |
| 30D | +17.5% | -7.4% | +24.9% | +17.9% |
| 3M | +16.1% | +81.9% | -65.9% | +10.4% |
| 6M | +43.4% | +135.7% | -92.3% | +32.7% |
| YTD | +47.2% | +247.4% | -200.2% | +31.1% |
| 1Y | +50.1% | +162.3% | -112.1% | +36.5% |
| 3Y | +81.2% | +165.5% | -84.3% | +58.2% |
| All | +60.4% | -21.8% | +82.1% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling