+96.5%
LH vs ABCL
-81.3%
+177.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | +4.3% | +93.1% | -88.7% | -0.3% |
| 3M | +25.5% | +79.4% | -53.9% | +20.1% |
| 6M | +17.0% | +214.9% | -197.9% | +7.4% |
| YTD | +31.3% | +234.2% | -202.9% | +19.5% |
| 1Y | +20.0% | +174.8% | -154.8% | +9.9% |
| 3Y | +63.9% | +104.5% | -40.6% | +48.9% |
| 5Y | +30.9% | -39.0% | +69.9% | +23.6% |
| All | +96.5% | -81.3% | +177.8% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling