+1,114.2%
LH vs SUI
+4,037.5%
-2,923.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -2.5% | -2.8% | +0.4% | -1.6% |
| 30D | +4.3% | -1.2% | +5.5% | +4.6% |
| 3M | +25.5% | -1.7% | +27.3% | +26.0% |
| 6M | +17.0% | -10.5% | +27.4% | +20.6% |
| YTD | +31.3% | -1.8% | +33.1% | +31.7% |
| 1Y | +20.0% | -4.1% | +24.1% | +21.1% |
| 3Y | +63.9% | +11.3% | +52.6% | +56.7% |
| 5Y | +30.9% | -32.1% | +63.0% | +42.4% |
| 10Y | +191.4% | +110.4% | +80.9% | +137.9% |
| All | +1,114.2% | +4,037.5% | -2,923.3% | +427.9% |
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