+191.9%
LH vs ACM
+124.8%
+67.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | -3.2% | -3.7% | +0.5% | -1.9% |
| 30D | +0.1% | -12.7% | +12.8% | +4.5% |
| 3M | +18.6% | -9.8% | +28.4% | +22.0% |
| 6M | +17.9% | -31.4% | +49.3% | +33.4% |
| YTD | +28.9% | -32.1% | +61.0% | +45.5% |
| 1Y | +16.6% | -47.8% | +64.4% | +44.4% |
| 3Y | +63.6% | -22.1% | +85.6% | +69.8% |
| 5Y | +30.0% | +1.8% | +28.2% | +18.9% |
| 10Y | +191.9% | +132.5% | +59.4% | +97.0% |
| All | +191.9% | +124.8% | +67.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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