+175.1%
LH vs ALM
+2,776.7%
-2,601.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | -4.1% |
| 7D | -7.4% | -7.1% | -0.3% | -7.2% |
| 30D | -4.6% | +24.7% | -29.3% | -5.3% |
| 3M | +14.5% | +8.3% | +6.2% | +13.9% |
| 6M | +14.8% | -22.2% | +37.0% | +14.9% |
| YTD | +23.3% | +88.1% | -64.8% | +19.7% |
| 1Y | +13.6% | +272.4% | -258.8% | +7.5% |
| 3Y | +56.3% | +2,004.1% | -1,947.8% | +36.9% |
| 5Y | +25.2% | +915.8% | -890.6% | +11.1% |
| All | +175.1% | +2,776.7% | -2,601.6% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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