+47.2%
LH vs SFM
-35.8%
+83.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +3.9% |
| 7D | +2.1% | -12.3% | +14.4% | +2.2% |
| 30D | +19.2% | -16.2% | +35.4% | +19.5% |
| 3M | +18.0% | -36.8% | +54.8% | +19.2% |
| 6M | +46.1% | -32.6% | +78.7% | +47.4% |
| YTD | +47.7% | -31.7% | +79.4% | +49.1% |
| 1Y | +47.2% | -35.0% | +82.2% | +48.6% |
| All | +47.2% | -35.8% | +83.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling