+175.1%
LH vs SPY
+318.9%
-143.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.9% |
| 7D | -7.4% | -2.0% | -5.4% | -5.8% |
| 30D | -4.6% | -1.7% | -2.9% | -3.3% |
| 3M | +14.5% | +4.7% | +9.8% | +9.9% |
| 6M | +14.8% | +12.5% | +2.3% | +3.5% |
| YTD | +23.3% | +11.7% | +11.5% | +11.6% |
| 1Y | +13.6% | +17.5% | -3.9% | -1.6% |
| 3Y | +56.3% | +76.6% | -20.2% | -7.2% |
| 5Y | +25.2% | +82.0% | -56.8% | -29.0% |
| All | +175.1% | +318.9% | -143.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling