+644.0%
LH vs SM
+1,608.3%
-964.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | +4.3% | +26.3% | -22.0% | +2.5% |
| 3M | +25.5% | +8.7% | +16.9% | +24.3% |
| 6M | +17.0% | +51.7% | -34.7% | +12.5% |
| YTD | +31.3% | +99.0% | -67.8% | +23.5% |
| 1Y | +20.0% | +34.6% | -14.6% | +16.0% |
| 3Y | +63.9% | -7.8% | +71.6% | +60.6% |
| 5Y | +30.9% | +104.8% | -73.9% | +17.8% |
| 10Y | +191.4% | +7.2% | +184.1% | +127.8% |
| All | +644.0% | +1,608.3% | -964.4% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling