+367.0%
LH vs SFM
+48.8%
+318.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +1.1% | +6.0% | -5.0% | +0.5% |
| 30D | +16.7% | -19.5% | +36.2% | +18.7% |
| 3M | +15.1% | -37.0% | +52.1% | +20.0% |
| 6M | +46.3% | -41.0% | +87.3% | +53.3% |
| YTD | +48.8% | -34.6% | +83.4% | +53.4% |
| 1Y | +39.7% | -36.3% | +76.0% | +44.4% |
| 3Y | +87.0% | +24.5% | +62.5% | +75.0% |
| 5Y | +53.0% | +115.9% | -62.9% | +31.6% |
| 10Y | +264.3% | +139.5% | +124.8% | +201.7% |
| All | +367.0% | +48.8% | +318.2% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling