+88.0%
LH vs SM
-3.8%
+91.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.1% | -0.2% |
| 7D | +2.5% | +10.6% | -8.1% | +1.9% |
| 30D | +18.7% | -15.0% | +33.7% | +19.6% |
| 3M | +15.3% | +1.7% | +13.7% | +14.8% |
| 6M | +45.4% | +5.9% | +39.5% | +43.9% |
| YTD | +49.5% | +79.0% | -29.5% | +39.5% |
| 1Y | +41.4% | +84.7% | -43.3% | +31.4% |
| All | +88.0% | -3.8% | +91.8% | +75.7% |
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