+13.6%
LH vs SBAC
-2.7%
+16.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -4.2% |
| 7D | -7.4% | -5.3% | -2.1% | -7.0% |
| 30D | -4.6% | +0.4% | -5.0% | -4.6% |
| 3M | +14.5% | -11.9% | +26.4% | +15.9% |
| 6M | +14.8% | -4.5% | +19.3% | +16.2% |
| YTD | +23.3% | -4.3% | +27.6% | +24.7% |
| 1Y | +13.6% | -3.9% | +17.5% | +14.4% |
| All | +13.6% | -2.7% | +16.3% | +14.4% |
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