+30.0%
LH vs SPY
+81.0%
-51.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | +0.1% | -1.4% | +1.5% | +1.0% |
| 3M | +18.6% | +3.7% | +14.9% | +15.8% |
| 6M | +17.9% | +13.0% | +4.9% | +9.0% |
| YTD | +28.9% | +12.4% | +16.5% | +19.4% |
| 1Y | +16.6% | +18.5% | -1.9% | +4.2% |
| 3Y | +63.6% | +77.6% | -14.1% | +10.6% |
| 5Y | +30.0% | +81.7% | -51.7% | -17.1% |
| All | +30.0% | +81.0% | -51.0% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling