+1,261.6%
LH vs SUI
+4,109.4%
-2,847.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +1.4% | +6.2% | -4.8% | -0.4% |
| 30D | +17.5% | +8.6% | +8.9% | +14.5% |
| 3M | +16.1% | +1.0% | +15.1% | +15.4% |
| 6M | +43.4% | -2.6% | +46.0% | +43.9% |
| YTD | +47.2% | -0.1% | +47.3% | +46.5% |
| 1Y | +50.1% | +0.5% | +49.7% | +49.2% |
| 3Y | +81.2% | +15.3% | +65.9% | +71.3% |
| 5Y | +63.7% | -26.1% | +89.9% | +73.7% |
| 10Y | +269.2% | +117.8% | +151.3% | +198.1% |
| All | +1,261.6% | +4,109.4% | -2,847.9% | +487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling