+59.3%
LH vs SBAC
-39.8%
+99.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +1.2% | -2.8% | +4.0% | +2.0% |
| 30D | +18.0% | +3.1% | +14.9% | +16.9% |
| 3M | +15.7% | +5.1% | +10.5% | +13.8% |
| 6M | +46.6% | -11.4% | +58.0% | +50.9% |
| YTD | +49.5% | +0.2% | +49.3% | +46.7% |
| 1Y | +40.2% | -3.9% | +44.1% | +39.5% |
| 3Y | +87.6% | -7.7% | +95.2% | +85.7% |
| 5Y | +59.3% | -39.7% | +99.0% | +92.1% |
| All | +59.3% | -39.8% | +99.0% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling