+18.4%
LH vs SUI
-5.1%
+23.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -0.8% | -3.1% | +2.3% | +0.4% |
| 30D | +2.0% | -2.3% | +4.3% | +2.8% |
| 3M | +24.3% | -2.8% | +27.1% | +25.0% |
| 6M | +21.1% | -12.4% | +33.4% | +27.1% |
| YTD | +30.4% | -3.3% | +33.8% | +30.2% |
| 1Y | +18.4% | -5.8% | +24.2% | +19.8% |
| All | +18.4% | -5.1% | +23.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling