+29.9%
LH vs ALM
+1,033.0%
-1,003.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -0.8% |
| 7D | -0.8% | +8.4% | -9.3% | -1.0% |
| 30D | +2.0% | +34.8% | -32.8% | +1.2% |
| 3M | +24.3% | +16.2% | +8.0% | +23.5% |
| 6M | +21.1% | +2.1% | +18.9% | +20.3% |
| YTD | +30.4% | +117.0% | -86.6% | +27.0% |
| 1Y | +18.4% | +313.9% | -295.5% | +12.9% |
| 3Y | +65.5% | +2,327.9% | -2,262.5% | +49.4% |
| 5Y | +29.9% | +1,040.6% | -1,010.8% | +16.8% |
| All | +29.9% | +1,033.0% | -1,003.2% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling