+415.8%
LH vs ACM
+230.8%
+185.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.5% | -3.7% | +1.3% | -1.5% |
| 30D | +4.3% | -11.1% | +15.4% | +7.2% |
| 3M | +25.5% | -8.0% | +33.5% | +27.5% |
| 6M | +17.0% | -29.7% | +46.6% | +27.3% |
| YTD | +31.3% | -29.4% | +60.6% | +42.1% |
| 1Y | +20.0% | -46.4% | +66.4% | +39.3% |
| 3Y | +63.9% | -22.3% | +86.2% | +70.2% |
| 5Y | +30.9% | +4.5% | +26.4% | +24.2% |
| 10Y | +191.4% | +127.6% | +63.7% | +119.0% |
| All | +415.8% | +230.8% | +185.0% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling