+1,033.0%
LH vs SPY
+3,015.5%
-1,982.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +4.8% | -0.6% | +5.4% | +5.1% |
| 30D | +18.8% | -3.7% | +22.5% | +21.8% |
| 3M | +15.7% | -2.7% | +18.4% | +17.8% |
| 6M | +46.7% | +2.2% | +44.5% | +44.0% |
| YTD | +48.9% | +10.8% | +38.1% | +38.1% |
| 1Y | +43.5% | +11.2% | +32.2% | +32.7% |
| 3Y | +86.9% | +76.5% | +10.4% | +24.9% |
| 5Y | +60.4% | +72.9% | -12.5% | +7.7% |
| 10Y | +260.7% | +304.8% | -44.1% | +40.3% |
| All | +1,033.0% | +3,015.5% | -1,982.5% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling