+299.5%
LH vs ALM
+7,705.7%
-7,406.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -2.5% | -2.6% | +0.2% | -2.4% |
| 30D | +4.3% | +32.0% | -27.7% | +4.3% |
| 3M | +25.5% | -15.0% | +40.6% | +25.5% |
| 6M | +17.0% | -10.1% | +27.1% | +16.9% |
| YTD | +31.3% | +99.4% | -68.2% | +31.0% |
| 1Y | +20.0% | +316.4% | -296.4% | +19.5% |
| 3Y | +63.9% | +2,022.0% | -1,958.1% | +62.5% |
| 5Y | +30.9% | +941.2% | -910.3% | +29.9% |
| 10Y | +191.4% | +2,950.3% | -2,759.0% | +188.5% |
| All | +299.5% | +7,705.7% | -7,406.2% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling