+1,037.3%
LH vs SPY
+3,045.4%
-2,008.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +2.5% | +3.3% | -0.8% | +0.3% |
| 30D | +18.7% | -2.7% | +21.4% | +20.8% |
| 3M | +15.3% | -1.7% | +17.1% | +16.6% |
| 6M | +45.4% | +3.1% | +42.3% | +41.9% |
| YTD | +49.5% | +11.9% | +37.6% | +37.8% |
| 1Y | +41.4% | +12.0% | +29.4% | +30.2% |
| 3Y | +87.6% | +78.2% | +9.5% | +24.6% |
| 5Y | +53.8% | +73.2% | -19.5% | +3.1% |
| 10Y | +266.2% | +309.6% | -43.5% | +41.3% |
| All | +1,037.3% | +3,045.4% | -2,008.1% | +1.8% |
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