+20.0%
LH vs SM
+36.8%
-16.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +4.3% | +25.6% | -21.2% | +5.0% |
| 3M | +25.5% | +8.0% | +17.5% | +26.2% |
| 6M | +17.0% | +50.8% | -33.8% | +16.2% |
| YTD | +31.3% | +97.9% | -66.6% | +28.1% |
| 1Y | +20.0% | +33.8% | -13.8% | +12.1% |
| All | +20.0% | +36.8% | -16.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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