+16.6%
LH vs ACM
-48.7%
+65.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | -3.2% | -3.7% | +0.5% | -2.8% |
| 30D | +0.1% | -12.7% | +12.8% | +1.6% |
| 3M | +18.6% | -9.8% | +28.4% | +19.7% |
| 6M | +17.9% | -31.4% | +49.3% | +23.2% |
| YTD | +28.9% | -32.1% | +61.0% | +35.6% |
| 1Y | +16.6% | -47.8% | +64.4% | +23.1% |
| All | +16.6% | -48.7% | +65.3% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling