+264.7%
LH vs ALM
+2,079.4%
-1,814.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +7.0% | 0.0% |
| 7D | +4.8% | -6.3% | +11.1% | +5.0% |
| 30D | +18.8% | -31.4% | +50.2% | +20.1% |
| 3M | +15.7% | -40.6% | +56.3% | +17.3% |
| 6M | +46.7% | -58.6% | +105.3% | +49.9% |
| YTD | +48.9% | -7.6% | +56.5% | +47.3% |
| 1Y | +43.5% | +13.8% | +29.6% | +40.7% |
| 3Y | +86.9% | +842.1% | -755.2% | +66.3% |
| 5Y | +60.4% | +407.4% | -347.0% | +43.8% |
| All | +264.7% | +2,079.4% | -1,814.6% | +197.5% |
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