+747.2%
LH vs SM
+1,360.8%
-613.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | 0.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +18.0% | -17.3% | +35.3% | +19.4% |
| 3M | +15.7% | -3.6% | +19.3% | +15.6% |
| 6M | +46.6% | +2.9% | +43.7% | +45.3% |
| YTD | +49.5% | +70.2% | -20.7% | +41.8% |
| 1Y | +40.2% | +66.5% | -26.3% | +33.1% |
| 3Y | +87.6% | -8.2% | +95.8% | +83.5% |
| 5Y | +59.3% | -1.5% | +60.7% | +51.6% |
| 10Y | +266.1% | +11.9% | +254.2% | +184.3% |
| All | +747.2% | +1,360.8% | -613.6% | +341.9% |
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