+53.8%
LH vs SUI
-27.8%
+81.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | +2.5% | -3.8% | +6.3% | +4.0% |
| 30D | +18.7% | +3.9% | +14.8% | +16.6% |
| 3M | +15.3% | +0.2% | +15.1% | +14.7% |
| 6M | +45.4% | -4.2% | +49.6% | +47.0% |
| YTD | +49.5% | -2.5% | +52.0% | +49.8% |
| 1Y | +41.4% | -4.0% | +45.4% | +42.5% |
| 3Y | +87.6% | +16.5% | +71.1% | +71.2% |
| 5Y | +53.8% | -27.2% | +81.0% | +67.3% |
| All | +53.8% | -27.8% | +81.6% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling