-80.3%
LHAI vs SPY
+20.7%
-101.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.0% |
| 7D | -8.3% | -2.0% | -6.3% | -6.0% |
| 30D | +36.7% | -1.7% | +38.4% | +39.6% |
| 3M | +34.1% | +4.7% | +29.3% | +25.4% |
| 6M | -24.0% | +12.5% | -36.5% | -37.7% |
| YTD | -85.5% | +11.7% | -97.2% | -87.2% |
| 1Y | -87.1% | +17.5% | -104.6% | -90.5% |
| All | -80.3% | +20.7% | -101.0% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling