+191.9%
LH vs SM
+16.0%
+176.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +0.1% | +20.3% | -20.1% | -1.0% |
| 3M | +18.6% | +22.9% | -4.3% | +16.9% |
| 6M | +17.9% | +47.8% | -29.9% | +14.6% |
| YTD | +28.9% | +107.5% | -78.5% | +22.5% |
| 1Y | +16.6% | +51.7% | -35.1% | +12.7% |
| 3Y | +63.6% | -0.9% | +64.4% | +60.2% |
| 5Y | +30.0% | +112.2% | -82.2% | +20.0% |
| 10Y | +191.9% | +20.3% | +171.6% | +127.5% |
| All | +191.9% | +16.0% | +176.0% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling