+485.2%
LH vs ACM
+252.7%
+232.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +4.8% | +6.6% | -1.8% | +3.0% |
| 30D | +18.8% | +19.8% | -1.0% | +13.2% |
| 3M | +15.7% | -3.1% | +18.8% | +16.0% |
| 6M | +46.7% | -11.5% | +58.2% | +49.9% |
| YTD | +48.9% | -24.7% | +73.6% | +58.3% |
| 1Y | +43.5% | -45.1% | +88.5% | +65.5% |
| 3Y | +86.9% | -8.9% | +95.8% | +86.0% |
| 5Y | +60.4% | +5.4% | +55.0% | +52.0% |
| 10Y | +260.7% | +131.1% | +129.6% | +169.5% |
| All | +485.2% | +252.7% | +232.5% | +249.6% |
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