+5,736.6%
LH vs SBAC
+2,208.1%
+3,528.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +4.3% | +6.9% | -2.6% | +3.5% |
| 3M | +25.5% | -8.2% | +33.8% | +26.6% |
| 6M | +17.0% | -1.6% | +18.6% | +16.6% |
| YTD | +31.3% | -0.1% | +31.4% | +30.5% |
| 1Y | +20.0% | -0.5% | +20.4% | +19.3% |
| 3Y | +63.9% | -9.1% | +72.9% | +63.8% |
| 5Y | +30.9% | -43.8% | +74.6% | +37.6% |
| 10Y | +191.4% | +80.5% | +110.9% | +172.3% |
| All | +5,736.6% | +2,208.1% | +3,528.5% | +3,829.3% |
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