+47.2%
LH vs SBAC
+2.4%
+44.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.8% | -1.9% | +3.5% |
| 7D | +2.1% | +5.8% | -3.7% | +1.6% |
| 30D | +19.2% | +20.8% | -1.6% | +17.5% |
| 3M | +18.0% | +4.8% | +13.3% | +17.5% |
| 6M | +46.1% | -9.1% | +55.2% | +46.6% |
| YTD | +47.7% | +3.1% | +44.6% | +48.0% |
| 1Y | +47.2% | +2.2% | +45.1% | +48.5% |
| All | +47.2% | +2.4% | +44.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling