+6,547.7%
LH vs SBAC
+2,173.2%
+4,374.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +2.5% | -3.4% | +5.9% | +2.9% |
| 30D | +18.7% | +2.6% | +16.1% | +18.3% |
| 3M | +15.3% | +2.6% | +12.7% | +14.9% |
| 6M | +45.4% | -11.5% | +56.9% | +47.0% |
| YTD | +49.5% | -1.6% | +51.1% | +48.7% |
| 1Y | +41.4% | -5.1% | +46.5% | +41.2% |
| 3Y | +87.6% | -9.3% | +97.0% | +87.7% |
| 5Y | +53.8% | -41.0% | +94.7% | +60.8% |
| 10Y | +266.2% | +108.0% | +158.1% | +237.7% |
| All | +6,547.7% | +2,173.2% | +4,374.6% | +4,379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling