+65.5%
LH vs SFM
+96.9%
-31.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.2% |
| 7D | -0.8% | -5.8% | +5.0% | -0.4% |
| 30D | +2.0% | -11.4% | +13.4% | +2.8% |
| 3M | +24.3% | -12.2% | +36.4% | +25.1% |
| 6M | +21.1% | -5.2% | +26.2% | +21.1% |
| YTD | +30.4% | -4.5% | +34.9% | +30.3% |
| 1Y | +18.4% | -45.4% | +63.8% | +25.0% |
| 3Y | +65.5% | +91.1% | -25.6% | +51.8% |
| All | +65.5% | +96.9% | -31.4% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling