+87.2%
LH vs ALM
+899.4%
-812.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +7.0% | -0.1% |
| 7D | +4.8% | -6.3% | +11.1% | +4.9% |
| 30D | +18.8% | -31.4% | +50.2% | +19.9% |
| 3M | +15.7% | -40.6% | +56.3% | +17.1% |
| 6M | +46.7% | -58.6% | +105.3% | +49.4% |
| YTD | +48.9% | -7.6% | +56.5% | +47.3% |
| 1Y | +43.5% | +13.8% | +29.6% | +40.8% |
| All | +87.2% | +899.4% | -812.1% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling