+65.5%
LH vs SM
-2.8%
+68.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.8% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | +2.0% | +31.5% | -29.5% | +0.3% |
| 3M | +24.3% | +17.3% | +6.9% | +22.9% |
| 6M | +21.1% | +48.5% | -27.5% | +16.7% |
| YTD | +30.4% | +106.3% | -75.8% | +21.5% |
| 1Y | +18.4% | +47.3% | -28.9% | +13.5% |
| 3Y | +65.5% | -1.4% | +66.9% | +56.1% |
| All | +65.5% | -2.8% | +68.2% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling