+65.5%
LH vs SPY
+78.7%
-13.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.8% | +0.5% | -1.4% | -1.1% |
| 30D | +2.0% | -0.9% | +2.9% | +2.5% |
| 3M | +24.3% | +3.9% | +20.4% | +21.7% |
| 6M | +21.1% | +14.5% | +6.5% | +12.3% |
| YTD | +30.4% | +12.9% | +17.5% | +21.9% |
| 1Y | +18.4% | +19.4% | -1.0% | +7.1% |
| 3Y | +65.5% | +78.5% | -13.0% | +21.7% |
| All | +65.5% | +78.7% | -13.2% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling