+31.0%
LH vs SM
+106.9%
-75.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +18.6% | +22.9% | -4.3% | +16.7% |
| 6M | +17.9% | +47.8% | -29.9% | +13.8% |
| YTD | +28.9% | +107.5% | -78.5% | +20.8% |
| 1Y | +16.6% | +51.7% | -35.1% | +11.7% |
| 3Y | +63.6% | -0.9% | +64.4% | +58.4% |
| All | +31.0% | +106.9% | -75.9% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling