+790.2%
LH vs SNY
+241.9%
+548.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -4.7% | -3.3% | -1.4% | -3.7% |
| 30D | -3.5% | -2.2% | -1.3% | -2.8% |
| 3M | +17.7% | -3.0% | +20.7% | +18.7% |
| 6M | +15.8% | +2.7% | +13.0% | +14.4% |
| YTD | +25.1% | -6.8% | +31.9% | +27.4% |
| 1Y | +12.5% | -5.3% | +17.8% | +13.7% |
| 3Y | +59.8% | -9.8% | +69.5% | +60.4% |
| 5Y | +27.1% | +9.7% | +17.4% | +17.8% |
| 10Y | +183.2% | +64.5% | +118.7% | +129.0% |
| All | +790.2% | +241.9% | +548.3% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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