+30.0%
LH vs SBAC
-44.9%
+75.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +0.1% | +3.9% | -3.7% | -0.9% |
| 3M | +18.6% | -8.2% | +26.8% | +21.1% |
| 6M | +17.9% | -2.8% | +20.7% | +17.4% |
| YTD | +28.9% | -1.5% | +30.5% | +27.4% |
| 1Y | +16.6% | 0.0% | +16.6% | +14.6% |
| 3Y | +63.6% | -8.4% | +71.9% | +62.0% |
| 5Y | +30.0% | -43.5% | +73.6% | +56.3% |
| All | +30.0% | -44.9% | +75.0% | +56.3% |
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