+29.9%
LH vs ACM
+4.8%
+25.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +2.0% | -12.9% | +14.9% | +5.5% |
| 3M | +24.3% | -6.4% | +30.6% | +25.7% |
| 6M | +21.1% | -29.2% | +50.3% | +32.4% |
| YTD | +30.4% | -29.9% | +60.4% | +42.5% |
| 1Y | +18.4% | -47.3% | +65.6% | +40.7% |
| 3Y | +65.5% | -19.6% | +85.1% | +66.7% |
| 5Y | +29.9% | +5.5% | +24.3% | +18.5% |
| All | +29.9% | +4.8% | +25.1% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling