+65.5%
LH vs SBAC
-9.5%
+75.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | +2.0% | +3.2% | -1.2% | +1.4% |
| 3M | +24.3% | -5.1% | +29.3% | +25.3% |
| 6M | +21.1% | -2.1% | +23.2% | +20.9% |
| YTD | +30.4% | -0.5% | +31.0% | +29.4% |
| 1Y | +18.4% | +1.1% | +17.2% | +16.9% |
| 3Y | +65.5% | -7.4% | +72.9% | +62.1% |
| All | +65.5% | -9.5% | +75.0% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling